DZ Bank Put 270 CRM 20.12.2024
/ DE000DJ7PNG8
DZ Bank Put 270 CRM 20.12.2024/ DE000DJ7PNG8 /
2024-06-03 4:34:41 PM |
Chg.-0.350 |
Bid4:41:04 PM |
Ask4:41:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.770EUR |
-8.50% |
- Bid Size: - |
- Ask Size: - |
Salesforce Inc |
270.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
DJ7PNG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Salesforce Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
270.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-15 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.74 |
Intrinsic value: |
3.28 |
Implied volatility: |
0.33 |
Historic volatility: |
0.31 |
Parity: |
3.28 |
Time value: |
0.63 |
Break-even: |
209.69 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.51% |
Delta: |
-0.64 |
Theta: |
-0.03 |
Omega: |
-3.55 |
Rho: |
-0.97 |
Quote data
Open: |
3.790 |
High: |
3.950 |
Low: |
3.730 |
Previous Close: |
4.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+86.63% |
1 Month |
|
|
+70.59% |
3 Months |
|
|
+156.46% |
YTD |
|
|
+38.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.260 |
2.020 |
1M High / 1M Low: |
5.260 |
1.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-30 |
5.260 |
Low (YTD): |
2024-03-21 |
1.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.138 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.212 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
569.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |