DZ Bank Put 120 JNJ 17.01.2025
/ DE000DJ527S1
DZ Bank Put 120 JNJ 17.01.2025/ DE000DJ527S1 /
| 2024-06-20 9:04:27 AM |
Chg.0.000 |
Bid2024-06-20 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.120
Bid Size: 2,500 |
-
Ask Size: - |
JOHNSON + JOHNSON ... |
120.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
DJ527S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-113.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
-1.56 |
| Time value: |
0.12 |
| Break-even: |
118.80 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-14.26 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.58% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
-29.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.120 |
| 1M High / 1M Low: |
0.140 |
0.076 |
| 6M High / 6M Low: |
0.230 |
0.076 |
| High (YTD): |
2024-04-16 |
0.230 |
| Low (YTD): |
2024-05-22 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.137 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.26% |
| Volatility 6M: |
|
156.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
