DZ Bank Put 780 ASME 20.09.2024
/ DE000DJ8XDL1
DZ Bank Put 780 ASME 20.09.2024/ DE000DJ8XDL1 /
30/08/2024 21:34:47 |
Chg.-0.260 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
-21.67% |
0.760 Bid Size: 175 |
1.260 Ask Size: 175 |
ASML HOLDING EO -... |
780.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
DJ8XDL |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
780.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
26/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-47.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.34 |
Parity: |
-4.30 |
Time value: |
1.74 |
Break-even: |
762.60 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
2.42 |
Spread abs.: |
0.50 |
Spread %: |
40.32% |
Delta: |
-0.29 |
Theta: |
-0.71 |
Omega: |
-13.62 |
Rho: |
-0.15 |
Quote data
Open: |
1.240 |
High: |
1.330 |
Low: |
0.910 |
Previous Close: |
1.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-33.80% |
1 Month |
|
|
-68.24% |
3 Months |
|
|
-50.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.090 |
1.200 |
1M High / 1M Low: |
6.660 |
0.710 |
6M High / 6M Low: |
6.660 |
0.360 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.654 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.509 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.386 |
Avg. volume 6M: |
|
46.875 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
873.24% |
Volatility 6M: |
|
515.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |