DZ Bank Put 160 PER 21.06.2024
/ DE000DJ39CB2
DZ Bank Put 160 PER 21.06.2024/ DE000DJ39CB2 /
| 2024-05-02 9:49:03 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PERNOD RICARD ... |
160.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DJ39CB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-05-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
1.90 |
| Time value: |
0.06 |
| Break-even: |
140.40 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
5.38% |
| Delta: |
-0.86 |
| Theta: |
-0.05 |
| Omega: |
-6.20 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.47% |
| 3 Months |
|
|
+107.78% |
| YTD |
|
|
+98.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.87 |
1.76 |
| 6M High / 6M Low: |
2.08 |
0.76 |
| High (YTD): |
2024-04-16 |
2.08 |
| Low (YTD): |
2024-02-15 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.35% |
| Volatility 6M: |
|
161.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
