DZ Bank Put 120 SQU 20.09.2024
/ DE000DJ7EUZ7
DZ Bank Put 120 SQU 20.09.2024/ DE000DJ7EUZ7 /
| 2024-06-14 9:34:39 PM |
Chg.+0.240 |
Bid9:59:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
120.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ7EUZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.16 |
| Parity: |
1.96 |
| Time value: |
0.06 |
| Break-even: |
99.80 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
-0.13 |
| Spread %: |
-6.05% |
| Delta: |
-0.81 |
| Theta: |
-0.02 |
| Omega: |
-4.03 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.980 |
| High: |
2.220 |
| Low: |
1.980 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+222.39% |
| 3 Months |
|
|
+180.52% |
| YTD |
|
|
+91.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.920 |
| 1M High / 1M Low: |
2.160 |
0.610 |
| 6M High / 6M Low: |
2.160 |
0.600 |
| High (YTD): |
2024-06-14 |
2.160 |
| Low (YTD): |
2024-05-15 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.989 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.91% |
| Volatility 6M: |
|
146.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
