DZ Bank Put 120 SQU 20.09.2024
/ DE000DJ7EUZ7
DZ Bank Put 120 SQU 20.09.2024/ DE000DJ7EUZ7 /
2024-06-07 9:34:51 PM |
Chg.+0.260 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
+34.67% |
- Bid Size: - |
- Ask Size: - |
VINCI S.A. INH. EO... |
120.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ7EUZ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-08 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
0.63 |
Time value: |
0.16 |
Break-even: |
112.10 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
5.33% |
Delta: |
-0.64 |
Theta: |
-0.01 |
Omega: |
-9.16 |
Rho: |
-0.23 |
Quote data
Open: |
0.760 |
High: |
1.010 |
Low: |
0.760 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+50.75% |
1 Month |
|
|
+16.09% |
3 Months |
|
|
+44.29% |
YTD |
|
|
-10.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.670 |
1M High / 1M Low: |
0.870 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-16 |
1.210 |
Low (YTD): |
2024-05-15 |
0.600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.710 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.690 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |