DZ Bank Put 800 ASME 20.09.2024
/ DE000DJ8XDM9
DZ Bank Put 800 ASME 20.09.2024/ DE000DJ8XDM9 /
8/30/2024 9:11:55 AM |
Chg.-0.35 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.14EUR |
-14.06% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
800.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/26/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-43.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.93 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.34 |
Parity: |
-1.20 |
Time value: |
1.87 |
Break-even: |
781.30 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.50 |
Spread %: |
36.50% |
Delta: |
-0.40 |
Theta: |
-0.57 |
Omega: |
-17.32 |
Rho: |
-0.19 |
Quote data
Open: |
2.14 |
High: |
2.14 |
Low: |
2.14 |
Previous Close: |
2.49 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.88% |
1 Month |
|
|
+8.63% |
3 Months |
|
|
-16.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.23 |
2.14 |
1M High / 1M Low: |
10.10 |
1.21 |
6M High / 6M Low: |
10.10 |
0.58 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.01 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
767.41% |
Volatility 6M: |
|
436.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |