DZ Bank Put 840 ASME 20.09.2024/  DE000DJ82KP5  /

Frankfurt Zert./DZB
2024-07-26  7:04:38 PM Chg.-0.790 Bid7:18:33 PM Ask7:18:33 PM Underlying Strike price Expiration date Option type
5.050EUR -13.53% 4.950
Bid Size: 700
5.350
Ask Size: 700
ASML HOLDING EO -... 840.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -11.78
Leverage: Yes

Calculated values

Fair value: 6.09
Intrinsic value: 4.04
Implied volatility: 0.38
Historic volatility: 0.32
Parity: 4.04
Time value: 2.75
Break-even: 772.10
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.40
Spread %: 6.26%
Delta: -0.59
Theta: -0.36
Omega: -6.93
Rho: -0.83
 

Quote data

Open: 6.520
High: 6.520
Low: 4.860
Previous Close: 5.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.12%
1 Month  
+133.80%
3 Months
  -9.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.840 3.070
1M High / 1M Low: 5.840 0.890
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.474
Avg. volume 1W:   0.000
Avg. price 1M:   2.299
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   790.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -