DZ Bank Put 100 GXI 20.12.2024/  DE000DJ1DJH3  /

EUWAX
2024-10-31  9:30:20 PM Chg.+0.21 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.29EUR +10.10% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 100.00 - 2024-12-20 Put
 

Master data

WKN: DJ1DJH
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-04-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.67
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 2.03
Implied volatility: 0.62
Historic volatility: 0.41
Parity: 2.03
Time value: 0.14
Break-even: 78.30
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.09
Spread %: 4.33%
Delta: -0.80
Theta: -0.04
Omega: -2.94
Rho: -0.12
 

Quote data

Open: 2.13
High: 2.40
Low: 2.12
Previous Close: 2.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.13%
1 Month  
+19.27%
3 Months  
+100.88%
YTD  
+34.71%
1 Year  
+15.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.08 1.67
1M High / 1M Low: 2.40 1.54
6M High / 6M Low: 2.40 0.59
High (YTD): 2024-10-03 2.40
Low (YTD): 2024-09-09 0.59
52W High: 2024-10-03 2.40
52W Low: 2024-09-09 0.59
Avg. price 1W:   1.86
Avg. volume 1W:   0.00
Avg. price 1M:   1.93
Avg. volume 1M:   0.00
Avg. price 6M:   1.17
Avg. volume 6M:   0.00
Avg. price 1Y:   1.38
Avg. volume 1Y:   0.00
Volatility 1M:   117.61%
Volatility 6M:   220.17%
Volatility 1Y:   172.76%
Volatility 3Y:   -