DZ Bank Put 840 ASME 20.09.2024
/ DE000DJ82KP5
DZ Bank Put 840 ASME 20.09.2024/ DE000DJ82KP5 /
| 18/09/2024 09:15:27 |
Chg.-0.42 |
Bid17:54:14 |
Ask17:54:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.80EUR |
-3.44% |
12.37
Bid Size: 700 |
12.67
Ask Size: 700 |
ASML HOLDING EO -... |
840.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ82KP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
840.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.40 |
| Intrinsic value: |
11.40 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.35 |
| Parity: |
11.40 |
| Time value: |
0.33 |
| Break-even: |
722.70 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.30 |
| Spread %: |
2.62% |
| Delta: |
-0.90 |
| Theta: |
-3.31 |
| Omega: |
-5.58 |
| Rho: |
-0.04 |
Quote data
| Open: |
11.80 |
| High: |
11.80 |
| Low: |
11.80 |
| Previous Close: |
12.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.69% |
| 1 Month |
|
|
+244.02% |
| 3 Months |
|
|
+524.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.88 |
10.70 |
| 1M High / 1M Low: |
15.89 |
2.52 |
| 6M High / 6M Low: |
15.89 |
0.93 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
791.85% |
| Volatility 6M: |
|
487.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
