DZ Bank Put 780 ASME 20.09.2024
/ DE000DJ8XDL1
DZ Bank Put 780 ASME 20.09.2024/ DE000DJ8XDL1 /
| 2024-07-26 9:34:45 PM |
Chg.-0.290 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-10.28% |
2.410
Bid Size: 175 |
2.810
Ask Size: 175 |
ASML HOLDING EO -... |
780.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-1.96 |
| Time value: |
3.55 |
| Break-even: |
744.50 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.40 |
| Spread %: |
12.70% |
| Delta: |
-0.39 |
| Theta: |
-0.37 |
| Omega: |
-8.79 |
| Rho: |
-0.53 |
Quote data
| Open: |
3.300 |
| High: |
3.300 |
| Low: |
2.270 |
| Previous Close: |
2.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.44% |
| 1 Month |
|
|
+127.93% |
| 3 Months |
|
|
-24.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
1.220 |
| 1M High / 1M Low: |
2.820 |
0.360 |
| 6M High / 6M Low: |
5.760 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.020 |
| Avg. volume 1W: |
|
1,200 |
| Avg. price 1M: |
|
1.073 |
| Avg. volume 1M: |
|
272.727 |
| Avg. price 6M: |
|
2.737 |
| Avg. volume 6M: |
|
47.244 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
807.47% |
| Volatility 6M: |
|
382.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
