DZ Bank Put 700 MOH 20.09.2024
/ DE000DJ27278
DZ Bank Put 700 MOH 20.09.2024/ DE000DJ27278 /
9/5/2024 9:08:14 AM |
Chg.+0.82 |
Bid1:18:45 PM |
Ask1:18:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.59EUR |
+14.21% |
8.15 Bid Size: 6,400 |
8.23 Ask Size: 6,400 |
LVMH E... |
700.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
DJ2727 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
LVMH EO 0,3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
700.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/16/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.74 |
Intrinsic value: |
5.74 |
Implied volatility: |
0.47 |
Historic volatility: |
0.26 |
Parity: |
5.74 |
Time value: |
0.57 |
Break-even: |
636.90 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.35 |
Spread %: |
5.87% |
Delta: |
-0.80 |
Theta: |
-0.52 |
Omega: |
-8.11 |
Rho: |
-0.24 |
Quote data
Open: |
6.59 |
High: |
6.59 |
Low: |
6.59 |
Previous Close: |
5.77 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+81.54% |
1 Month |
|
|
-24.51% |
3 Months |
|
|
+219.90% |
YTD |
|
|
+54.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.77 |
2.69 |
1M High / 1M Low: |
8.73 |
2.42 |
6M High / 6M Low: |
8.73 |
1.06 |
High (YTD): |
8/5/2024 |
8.73 |
Low (YTD): |
3/14/2024 |
1.06 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.84 |
Avg. volume 1M: |
|
6.52 |
Avg. price 6M: |
|
2.65 |
Avg. volume 6M: |
|
1.16 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
421.09% |
Volatility 6M: |
|
263.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |