DZ Bank Put 840 ASME 20.12.2024
/ DE000DJ82KQ3
DZ Bank Put 840 ASME 20.12.2024/ DE000DJ82KQ3 /
| 30/08/2024 09:16:34 |
Chg.-0.88 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.08EUR |
-9.82% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
840.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.11 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
2.80 |
| Time value: |
4.94 |
| Break-even: |
762.60 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.50 |
| Spread %: |
6.91% |
| Delta: |
-0.50 |
| Theta: |
-0.25 |
| Omega: |
-5.28 |
| Rho: |
-1.48 |
Quote data
| Open: |
8.08 |
| High: |
8.08 |
| Low: |
8.08 |
| Previous Close: |
8.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.74% |
| 1 Month |
|
|
+28.87% |
| 3 Months |
|
|
+38.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.96 |
8.01 |
| 1M High / 1M Low: |
15.98 |
6.13 |
| 6M High / 6M Low: |
15.98 |
2.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.32% |
| Volatility 6M: |
|
228.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
