DZ Bank Put 120 SQU 20.12.2024
/ DE000DJ7EU03
DZ Bank Put 120 SQU 20.12.2024/ DE000DJ7EU03 /
| 25/06/2024 09:34:51 |
Chg.+0.070 |
Bid10:00:01 |
Ask10:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
+4.07% |
1.820
Bid Size: 35,000 |
1.830
Ask Size: 35,000 |
VINCI S.A. INH. EO... |
120.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ7EU0 |
| 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: |
20/12/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
1.71 |
| Time value: |
0.21 |
| Break-even: |
100.80 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
4.35% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-3.68 |
| Rho: |
-0.44 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.790 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.11% |
| 1 Month |
|
|
+105.75% |
| 3 Months |
|
|
+79.00% |
| YTD |
|
|
+40.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.720 |
| 1M High / 1M Low: |
2.180 |
0.790 |
| 6M High / 6M Low: |
2.180 |
0.780 |
| High (YTD): |
14/06/2024 |
2.180 |
| Low (YTD): |
21/05/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.57% |
| Volatility 6M: |
|
115.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
