DZ Bank Put 100 GXI 20.12.2024
/ DE000DJ1DJH3
DZ Bank Put 100 GXI 20.12.2024/ DE000DJ1DJH3 /
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: |
|
- |