DZ Bank Put 660 MOH 20.09.2024
/ DE000DJ27252
DZ Bank Put 660 MOH 20.09.2024/ DE000DJ27252 /
| 2024-05-16 9:34:53 PM |
Chg.+0.040 |
Bid9:58:43 PM |
Ask9:58:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+7.55% |
0.580
Bid Size: 640 |
0.980
Ask Size: 640 |
LVMH E... |
660.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ2725 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LVMH EO 0,3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
660.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-84.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-12.90 |
| Time value: |
0.93 |
| Break-even: |
650.70 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.40 |
| Spread %: |
75.47% |
| Delta: |
-0.12 |
| Theta: |
-0.10 |
| Omega: |
-10.42 |
| Rho: |
-0.37 |
Quote data
| Open: |
0.670 |
| High: |
0.710 |
| Low: |
0.550 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-80.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.530 |
| 1M High / 1M Low: |
1.140 |
0.530 |
| 6M High / 6M Low: |
5.380 |
0.530 |
| High (YTD): |
2024-01-17 |
5.380 |
| Low (YTD): |
2024-05-15 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.769 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.975 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.99% |
| Volatility 6M: |
|
170.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
