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DZ Bank Put 120 PER 20.06.2025/  DE000DJ39CG1  /

Frankfurt Zert./DZB
2024-09-26  7:04:44 PM Chg.-0.160 Bid2024-09-26 Ask2024-09-26 Underlying Strike price Expiration date Option type
0.510EUR -23.88% 0.510
Bid Size: 10,800		 0.560
Ask Size: 10,800		 PERNOD RICARD ... 120.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ39CG
Issuer: DZ Bank AG
Currency: EUR
Underlying: PERNOD RICARD O.N.
Type: Warrant
Option type: Put
Strike price: 120.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-19
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.99
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -0.95
Time value: 0.72
Break-even: 112.80
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 7.46%
Delta: -0.30
Theta: -0.02
Omega: -5.40
Rho: -0.34
 

Quote data

Open: 0.600
High: 0.600
Low: 0.500
Previous Close: 0.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -34.62%
3 Months
  -32.00%
YTD
  -16.39%
1 Year
  -31.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.670
1M High / 1M Low: 0.850 0.610
6M High / 6M Low: 1.020 0.440
High (YTD): 2024-08-06 1.020
Low (YTD): 2024-02-22 0.380
52W High: 2024-08-06 1.020
52W Low: 2024-02-22 0.380
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.727
Avg. volume 1M:   0.000
Avg. price 6M:   0.729
Avg. volume 6M:   0.000
Avg. price 1Y:   0.661
Avg. volume 1Y:   0.000
Volatility 1M:   139.28%
Volatility 6M:   109.66%
Volatility 1Y:   102.15%
Volatility 3Y:   -