DZ Bank Put 800 ASME 20.09.2024
/ DE000DJ8XDM9
DZ Bank Put 800 ASME 20.09.2024/ DE000DJ8XDM9 /
| 26/07/2024 21:34:27 |
Chg.-0.350 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.320EUR |
-9.54% |
3.160
Bid Size: 175 |
3.560
Ask Size: 175 |
ASML HOLDING EO -... |
800.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ8XDM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
-2.05 |
| Time value: |
3.50 |
| Break-even: |
765.00 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.40 |
| Spread %: |
12.90% |
| Delta: |
-0.39 |
| Theta: |
-0.38 |
| Omega: |
-9.09 |
| Rho: |
-0.53 |
Quote data
| Open: |
4.210 |
| High: |
4.210 |
| Low: |
2.980 |
| Previous Close: |
3.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.67% |
| 1 Month |
|
|
+193.81% |
| 3 Months |
|
|
-16.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.670 |
1.700 |
| 1M High / 1M Low: |
3.670 |
0.540 |
| 6M High / 6M Low: |
6.680 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.258 |
| Avg. volume 6M: |
|
28.346 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
791.46% |
| Volatility 6M: |
|
375.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
