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DZ Bank Put 700 ASME 20.12.2024/  DE000DJ382Y9  /

EUWAX
2024-11-08  12:38:13 PM Chg.+0.02 Bid1:07:14 PM Ask1:07:14 PM Underlying Strike price Expiration date Option type
8.54EUR +0.23% 8.44
Bid Size: 7,500		 8.47
Ask Size: 7,500		 ASML HOLDING EO -... 700.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ382Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 700.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.63
Leverage: Yes

Calculated values

Fair value: 8.27
Intrinsic value: 7.53
Implied volatility: 0.38
Historic volatility: 0.39
Parity: 7.53
Time value: 0.66
Break-even: 618.10
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.30
Spread %: 3.80%
Delta: -0.79
Theta: -0.23
Omega: -6.01
Rho: -0.66
 

Quote data

Open: 7.54
High: 8.54
Low: 7.54
Previous Close: 8.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.40%
1 Month  
+129.57%
3 Months  
+124.15%
YTD  
+8.79%
1 Year
  -33.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.08 8.29
1M High / 1M Low: 9.16 2.05
6M High / 6M Low: 9.16 0.83
High (YTD): 2024-01-04 10.05
Low (YTD): 2024-07-11 0.83
52W High: 2023-11-08 12.90
52W Low: 2024-07-11 0.83
Avg. price 1W:   8.66
Avg. volume 1W:   0.00
Avg. price 1M:   6.15
Avg. volume 1M:   0.00
Avg. price 6M:   3.22
Avg. volume 6M:   0.00
Avg. price 1Y:   4.49
Avg. volume 1Y:   0.00
Volatility 1M:   1,129.22%
Volatility 6M:   572.69%
Volatility 1Y:   415.42%
Volatility 3Y:   -