DZ Bank Put 200 PER 20.12.2024
/ DE000DJ07ZF1
DZ Bank Put 200 PER 20.12.2024/ DE000DJ07ZF1 /
| 2024-05-02 9:49:27 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.92EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PERNOD RICARD ... |
200.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ07ZF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-04-20 |
| Last trading day: |
2024-05-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.90 |
| Intrinsic value: |
5.90 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
5.90 |
| Time value: |
0.12 |
| Break-even: |
139.80 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.09 |
| Spread %: |
1.52% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-1.82 |
| Rho: |
-0.96 |
Quote data
| Open: |
5.92 |
| High: |
5.92 |
| Low: |
5.92 |
| Previous Close: |
5.81 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.72% |
| 3 Months |
|
|
+37.04% |
| YTD |
|
|
+43.00% |
| 1 Year |
|
|
+246.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.92 |
5.81 |
| 6M High / 6M Low: |
6.10 |
3.85 |
| High (YTD): |
2024-04-16 |
6.10 |
| Low (YTD): |
2024-02-15 |
3.90 |
| 52W High: |
2024-04-16 |
6.10 |
| 52W Low: |
2023-07-28 |
1.63 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.72 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
20.41% |
| Volatility 6M: |
|
67.44% |
| Volatility 1Y: |
|
77.74% |
| Volatility 3Y: |
|
- |
