DZ Bank Put 840 ASME 20.09.2024
/ DE000DJ82KP5
DZ Bank Put 840 ASME 20.09.2024/ DE000DJ82KP5 /
| 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: |
|
- |
