DZ Bank Put 1340 AVGO 20.12.2024
/ DE000DQ0FJA6
DZ Bank Put 1340 AVGO 20.12.2024/ DE000DQ0FJA6 /
2024-05-23 8:22:01 AM |
Chg.-0.09 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
1.00EUR |
-8.26% |
1.00 Bid Size: 4,000 |
1.04 Ask Size: 4,000 |
Broadcom Inc |
1,340.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
DQ0FJA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Broadcom Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,340.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-12 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.33 |
Parity: |
-0.48 |
Time value: |
1.12 |
Break-even: |
1,125.86 |
Moneyness: |
0.96 |
Premium: |
0.12 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
1.82% |
Delta: |
-0.36 |
Theta: |
-0.28 |
Omega: |
-4.17 |
Rho: |
-3.34 |
Quote data
Open: |
1.00 |
High: |
1.00 |
Low: |
1.00 |
Previous Close: |
1.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.99% |
1 Month |
|
|
-47.92% |
3 Months |
|
|
-38.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.10 |
1.01 |
1M High / 1M Low: |
1.92 |
1.01 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.41 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |