DZ Bank Put 840 ASME 20.09.2024
/ DE000DJ82KP5
DZ Bank Put 840 ASME 20.09.2024/ DE000DJ82KP5 /
8/16/2024 9:45:27 AM |
Chg.-1.52 |
Bid4:38:30 PM |
Ask4:38:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.43EUR |
-30.71% |
3.43 Bid Size: 3,500 |
3.48 Ask Size: 3,500 |
ASML HOLDING EO -... |
840.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.77 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.30 |
Historic volatility: |
0.34 |
Parity: |
0.80 |
Time value: |
2.59 |
Break-even: |
806.10 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.50 |
Spread %: |
17.30% |
Delta: |
-0.51 |
Theta: |
-0.40 |
Omega: |
-12.45 |
Rho: |
-0.44 |
Quote data
Open: |
3.43 |
High: |
3.43 |
Low: |
3.43 |
Previous Close: |
4.95 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.55% |
1 Month |
|
|
+165.89% |
3 Months |
|
|
-30.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.09 |
4.95 |
1M High / 1M Low: |
13.83 |
1.29 |
6M High / 6M Low: |
13.83 |
0.93 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.61 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
765.53% |
Volatility 6M: |
|
379.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |