DZ Bank Put 80 GILD 21.06.2024
/ DE000DJ526A1
DZ Bank Put 80 GILD 21.06.2024/ DE000DJ526A1 /
| 2024-06-19 9:34:46 PM |
Chg.0.000 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Gilead Sciences Inc |
80.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
DJ526A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
1.99 |
| Historic volatility: |
0.20 |
| Parity: |
1.57 |
| Time value: |
0.02 |
| Break-even: |
58.60 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
-0.94 |
| Theta: |
-0.26 |
| Omega: |
-3.47 |
| Rho: |
0.00 |
Quote data
| Open: |
1.560 |
| High: |
1.620 |
| Low: |
1.520 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.27% |
| 1 Month |
|
|
+39.13% |
| 3 Months |
|
|
+146.15% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.410 |
| 1M High / 1M Low: |
1.600 |
1.150 |
| 6M High / 6M Low: |
1.600 |
0.220 |
| High (YTD): |
2024-06-19 |
1.600 |
| Low (YTD): |
2024-01-19 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.911 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.94% |
| Volatility 6M: |
|
237.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
