DZ Bank Put 170 JNJ 20.12.2024/  DE000DJ8EYU8  /

Frankfurt Zert./DZB
2024-05-17  9:34:47 PM Chg.-0.060 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
1.560EUR -3.70% 1.550
Bid Size: 5,000
1.560
Ask Size: 5,000
JOHNSON + JOHNSON ... 170.00 - 2024-12-20 Put
 

Master data

WKN: DJ8EYU
Issuer: DZ Bank AG
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Put
Strike price: 170.00 -
Maturity: 2024-12-20
Issue date: 2024-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.12
Leverage: Yes

Calculated values

Fair value: 2.77
Intrinsic value: 2.77
Implied volatility: -
Historic volatility: 0.14
Parity: 2.77
Time value: -1.21
Break-even: 154.40
Moneyness: 1.19
Premium: -0.09
Premium p.a.: -0.14
Spread abs.: 0.01
Spread %: 0.65%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.590
High: 1.620
Low: 1.560
Previous Close: 1.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.21%
1 Month
  -34.73%
3 Months  
+8.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.560
1M High / 1M Low: 2.400 1.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.736
Avg. volume 1W:   0.000
Avg. price 1M:   2.038
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -