DZ Bank Put 300 CRM 20.12.2024
/ DE000DJ82RB0
DZ Bank Put 300 CRM 20.12.2024/ DE000DJ82RB0 /
9/20/2024 9:35:13 PM |
Chg.-0.010 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.350EUR |
-0.30% |
3.250 Bid Size: 1,250 |
3.270 Ask Size: 1,250 |
Salesforce Inc |
300.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
DJ82RB |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Salesforce Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.26 |
Intrinsic value: |
2.97 |
Implied volatility: |
0.30 |
Historic volatility: |
0.30 |
Parity: |
2.97 |
Time value: |
0.29 |
Break-even: |
236.14 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.62% |
Delta: |
-0.74 |
Theta: |
-0.04 |
Omega: |
-5.45 |
Rho: |
-0.52 |
Quote data
Open: |
3.340 |
High: |
3.610 |
Low: |
3.040 |
Previous Close: |
3.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.80% |
1 Month |
|
|
-20.80% |
3 Months |
|
|
-38.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.340 |
3.350 |
1M High / 1M Low: |
5.160 |
3.350 |
6M High / 6M Low: |
7.800 |
2.490 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.316 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.40% |
Volatility 6M: |
|
192.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |