DZ Bank Put 3 C3RY 20.12.2024
/ DE000DJ7EPQ6
DZ Bank Put 3 C3RY 20.12.2024/ DE000DJ7EPQ6 /
2024-06-12 8:19:23 AM |
Chg.-0.050 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
-6.02% |
- Bid Size: - |
- Ask Size: - |
CHERRY SE O.N. |
3.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ7EPQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CHERRY SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-08 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.43 |
Implied volatility: |
1.10 |
Historic volatility: |
0.80 |
Parity: |
0.43 |
Time value: |
0.63 |
Break-even: |
1.95 |
Moneyness: |
1.17 |
Premium: |
0.24 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.30 |
Spread %: |
40.00% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-1.00 |
Rho: |
-0.01 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.830 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.27% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-41.35% |
YTD |
|
|
-8.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.830 |
1M High / 1M Low: |
1.090 |
0.700 |
6M High / 6M Low: |
1.540 |
0.660 |
High (YTD): |
2024-02-27 |
1.540 |
Low (YTD): |
2024-01-02 |
0.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.920 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.946 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.089 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.77% |
Volatility 6M: |
|
120.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |