DZ Bank Put 660 ASME 20.12.2024
/ DE000DJ7EPA0
DZ Bank Put 660 ASME 20.12.2024/ DE000DJ7EPA0 /
10/4/2024 12:38:39 PM |
Chg.-0.06 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.31EUR |
-2.53% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
660.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/8/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-30.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.36 |
Parity: |
-9.75 |
Time value: |
2.49 |
Break-even: |
635.10 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
1.05 |
Spread abs.: |
0.20 |
Spread %: |
8.73% |
Delta: |
-0.23 |
Theta: |
-0.32 |
Omega: |
-6.85 |
Rho: |
-0.41 |
Quote data
Open: |
2.45 |
High: |
2.45 |
Low: |
2.31 |
Previous Close: |
2.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.59% |
1 Month |
|
|
-33.81% |
3 Months |
|
|
+220.83% |
YTD |
|
|
-61.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.55 |
2.20 |
1M High / 1M Low: |
4.89 |
2.05 |
6M High / 6M Low: |
5.82 |
0.52 |
High (YTD): |
1/4/2024 |
7.75 |
Low (YTD): |
7/15/2024 |
0.52 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.88 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.67% |
Volatility 6M: |
|
380.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |