DZ Bank Put 820 ASME 20.09.2024
/ DE000DJ8XDN7
DZ Bank Put 820 ASME 20.09.2024/ DE000DJ8XDN7 /
2024-07-26 9:09:43 AM |
Chg.+0.21 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.02EUR |
+4.37% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
820.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ8XDN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
820.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.31 |
Parity: |
-0.05 |
Time value: |
4.40 |
Break-even: |
776.00 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.40 |
Spread %: |
10.00% |
Delta: |
-0.45 |
Theta: |
-0.38 |
Omega: |
-8.48 |
Rho: |
-0.63 |
Quote data
Open: |
5.02 |
High: |
5.02 |
Low: |
5.02 |
Previous Close: |
4.81 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.68% |
1 Month |
|
|
+200.60% |
3 Months |
|
|
-7.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.02 |
2.41 |
1M High / 1M Low: |
5.02 |
0.73 |
6M High / 6M Low: |
7.76 |
0.73 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
598.95% |
Volatility 6M: |
|
303.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |