DZ Bank Put 650 MOH 20.09.2024
/ DE000DJ27245
DZ Bank Put 650 MOH 20.09.2024/ DE000DJ27245 /
31/05/2024 12:50:34 |
Chg.-0.190 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-16.38% |
- Bid Size: - |
- Ask Size: - |
LVMH E... |
650.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
DJ2724 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
LVMH EO 0,3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
650.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
16/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-59.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
-8.49 |
Time value: |
1.24 |
Break-even: |
637.60 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.40 |
Spread %: |
47.62% |
Delta: |
-0.18 |
Theta: |
-0.12 |
Omega: |
-10.65 |
Rho: |
-0.44 |
Quote data
Open: |
1.030 |
High: |
1.030 |
Low: |
0.970 |
Previous Close: |
1.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.87% |
1 Month |
|
|
+12.79% |
3 Months |
|
|
+11.49% |
YTD |
|
|
-64.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.800 |
1M High / 1M Low: |
1.160 |
0.570 |
6M High / 6M Low: |
4.970 |
0.570 |
High (YTD): |
17/01/2024 |
4.970 |
Low (YTD): |
16/05/2024 |
0.570 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.956 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.760 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.627 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.62% |
Volatility 6M: |
|
164.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |