DZ Bank Put 840 ASME 20.12.2024
/ DE000DJ82KQ3
DZ Bank Put 840 ASME 20.12.2024/ DE000DJ82KQ3 /
| 2024-07-26 6:04:37 PM |
Chg.-0.760 |
Bid6:14:43 PM |
Ask6:14:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.850EUR |
-8.83% |
7.860
Bid Size: 700 |
8.260
Ask Size: 700 |
ASML HOLDING EO -... |
840.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ82KQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
840.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.05 |
| Intrinsic value: |
4.04 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
4.04 |
| Time value: |
5.46 |
| Break-even: |
745.00 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.40 |
| Spread %: |
4.40% |
| Delta: |
-0.51 |
| Theta: |
-0.22 |
| Omega: |
-4.27 |
| Rho: |
-2.01 |
Quote data
| Open: |
9.240 |
| High: |
9.240 |
| Low: |
7.740 |
| Previous Close: |
8.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.43% |
| 1 Month |
|
|
+83.41% |
| 3 Months |
|
|
+2.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.610 |
5.960 |
| 1M High / 1M Low: |
8.610 |
2.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
