DZ Bank Put 720 ASME 20.12.2024
/ DE000DJ7N815
DZ Bank Put 720 ASME 20.12.2024/ DE000DJ7N815 /
2024-07-26 8:04:55 PM |
Chg.-0.310 |
Bid8:21:36 PM |
Ask8:21:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.010EUR |
-9.34% |
3.050 Bid Size: 700 |
3.450 Ask Size: 700 |
ASML HOLDING EO -... |
720.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ7N81 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
720.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-15 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-20.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.59 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.32 |
Parity: |
-7.96 |
Time value: |
3.93 |
Break-even: |
680.70 |
Moneyness: |
0.90 |
Premium: |
0.15 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.40 |
Spread %: |
11.33% |
Delta: |
-0.27 |
Theta: |
-0.20 |
Omega: |
-5.59 |
Rho: |
-1.04 |
Quote data
Open: |
3.690 |
High: |
3.690 |
Low: |
2.890 |
Previous Close: |
3.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.06% |
1 Month |
|
|
+81.33% |
3 Months |
|
|
-8.23% |
YTD |
|
|
-66.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.320 |
1.970 |
1M High / 1M Low: |
3.320 |
0.890 |
6M High / 6M Low: |
4.770 |
0.890 |
High (YTD): |
2024-01-04 |
11.380 |
Low (YTD): |
2024-07-10 |
0.890 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.616 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.620 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.765 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
458.45% |
Volatility 6M: |
|
234.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |