DZ Bank Put 120 SQU 20.12.2024
/ DE000DJ7EU03
DZ Bank Put 120 SQU 20.12.2024/ DE000DJ7EU03 /
| 2024-05-27 9:04:44 PM |
Chg.-0.080 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-9.20% |
0.790
Bid Size: 14,000 |
0.830
Ask Size: 14,000 |
VINCI S.A. INH. EO... |
120.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ7EU0 |
| 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: |
2024-12-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
0.59 |
| Time value: |
0.33 |
| Break-even: |
110.90 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
4.60% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-6.77 |
| Rho: |
-0.40 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.790 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.95% |
| 1 Month |
|
|
-28.18% |
| 3 Months |
|
|
-14.13% |
| YTD |
|
|
-37.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.780 |
| 1M High / 1M Low: |
1.170 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-16 |
1.320 |
| Low (YTD): |
2024-05-21 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.923 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
