DZ Bank Put 660 ASME 20.12.2024
/ DE000DJ7EPA0
DZ Bank Put 660 ASME 20.12.2024/ DE000DJ7EPA0 /
30/08/2024 09:07:42 |
Chg.-0.26 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.56EUR |
-14.29% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
660.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
DJ7EPA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
660.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
08/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-43.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.34 |
Parity: |
-15.20 |
Time value: |
1.86 |
Break-even: |
641.40 |
Moneyness: |
0.81 |
Premium: |
0.21 |
Premium p.a.: |
0.87 |
Spread abs.: |
0.50 |
Spread %: |
36.76% |
Delta: |
-0.16 |
Theta: |
-0.20 |
Omega: |
-6.86 |
Rho: |
-0.44 |
Quote data
Open: |
1.56 |
High: |
1.56 |
Low: |
1.56 |
Previous Close: |
1.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.31% |
1 Month |
|
|
+20.93% |
3 Months |
|
|
+13.87% |
YTD |
|
|
-73.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.83 |
1.56 |
1M High / 1M Low: |
5.82 |
1.17 |
6M High / 6M Low: |
5.82 |
0.52 |
High (YTD): |
04/01/2024 |
7.75 |
Low (YTD): |
15/07/2024 |
0.52 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
590.62% |
Volatility 6M: |
|
317.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |