DZ Bank Put 160 JNJ 20.12.2024
/ DE000DJ61ZE1
DZ Bank Put 160 JNJ 20.12.2024/ DE000DJ61ZE1 /
6/10/2024 8:34:30 AM |
Chg.+0.030 |
Bid8:45:12 AM |
Ask8:45:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
+2.27% |
1.340 Bid Size: 4,000 |
1.370 Ask Size: 4,000 |
JOHNSON + JOHNSON ... |
160.00 - |
12/20/2024 |
Put |
Master data
WKN: |
DJ61ZE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
JOHNSON + JOHNSON DL 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 - |
Maturity: |
12/20/2024 |
Issue date: |
11/28/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.38 |
Intrinsic value: |
2.38 |
Implied volatility: |
- |
Historic volatility: |
0.15 |
Parity: |
2.38 |
Time value: |
-1.04 |
Break-even: |
146.60 |
Moneyness: |
1.18 |
Premium: |
-0.08 |
Premium p.a.: |
-0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.75% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.350 |
High: |
1.350 |
Low: |
1.350 |
Previous Close: |
1.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
+11.57% |
3 Months |
|
|
+70.89% |
YTD |
|
|
+29.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.380 |
1.260 |
1M High / 1M Low: |
1.520 |
0.900 |
6M High / 6M Low: |
1.650 |
0.670 |
High (YTD): |
4/17/2024 |
1.650 |
Low (YTD): |
3/12/2024 |
0.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.217 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.047 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.17% |
Volatility 6M: |
|
105.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |