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: |
|
- |