DZ Bank Put 150 PER 20.12.2024
/ DE000DJ39CE6
DZ Bank Put 150 PER 20.12.2024/ DE000DJ39CE6 /
| 2024-06-24 5:04:37 PM |
Chg.-0.210 |
Bid5:27:51 PM |
Ask5:27:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-9.01% |
2.170
Bid Size: 27,000 |
2.180
Ask Size: 27,000 |
PERNOD RICARD ... |
150.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ39CE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
1.93 |
| Time value: |
0.48 |
| Break-even: |
126.00 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
3.45% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-3.45 |
| Rho: |
-0.52 |
Quote data
| Open: |
2.290 |
| High: |
2.290 |
| Low: |
2.110 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.78% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+59.40% |
| YTD |
|
|
+90.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.370 |
2.250 |
| 1M High / 1M Low: |
2.370 |
1.560 |
| 6M High / 6M Low: |
2.370 |
0.870 |
| High (YTD): |
2024-06-19 |
2.370 |
| Low (YTD): |
2024-02-22 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.431 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.99% |
| Volatility 6M: |
|
100.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
