DZ Bank Put 250 CRM 20.12.2024
/ DE000DJ668L8
DZ Bank Put 250 CRM 20.12.2024/ DE000DJ668L8 /
| 14/06/2024 21:34:39 |
Chg.-0.080 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.710EUR |
-2.87% |
2.740
Bid Size: 1,250 |
2.760
Ask Size: 1,250 |
Salesforce Inc |
250.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
DJ668L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Salesforce Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.31 |
| Parity: |
1.69 |
| Time value: |
1.07 |
| Break-even: |
205.94 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
-0.55 |
| Theta: |
-0.04 |
| Omega: |
-4.32 |
| Rho: |
-0.76 |
Quote data
| Open: |
2.770 |
| High: |
2.860 |
| Low: |
2.640 |
| Previous Close: |
2.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.88% |
| 1 Month |
|
|
+153.27% |
| 3 Months |
|
|
+118.55% |
| YTD |
|
|
+39.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.240 |
| 1M High / 1M Low: |
3.760 |
1.050 |
| 6M High / 6M Low: |
3.760 |
0.960 |
| High (YTD): |
30/05/2024 |
3.760 |
| Low (YTD): |
21/03/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.588 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
648.80% |
| Volatility 6M: |
|
288.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
