DZ Bank Put 140 PER 20.12.2024
/ DE000DJ8B586
DZ Bank Put 140 PER 20.12.2024/ DE000DJ8B586 /
| 2024-09-26 9:04:52 AM |
Chg.-0.25 |
Bid3:02:27 PM |
Ask3:02:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-17.12% |
1.02
Bid Size: 27,000 |
1.03
Ask Size: 27,000 |
PERNOD RICARD ... |
140.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ8B58 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
1.05 |
| Time value: |
0.43 |
| Break-even: |
125.20 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
3.50% |
| Delta: |
-0.62 |
| Theta: |
-0.04 |
| Omega: |
-5.45 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.31% |
| 1 Month |
|
|
-30.86% |
| 3 Months |
|
|
-16.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.23 |
| 1M High / 1M Low: |
1.96 |
1.23 |
| 6M High / 6M Low: |
2.18 |
0.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.96% |
| Volatility 6M: |
|
126.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
