DZ Bank Put 220 AMAT 21.06.2024
/ DE000DQ0Q1W8
DZ Bank Put 220 AMAT 21.06.2024/ DE000DQ0Q1W8 /
| 2024-06-03 9:34:51 AM |
Chg.-0.100 |
Bid9:37:38 AM |
Ask9:37:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-11.76% |
0.750
Bid Size: 4,000 |
0.800
Ask Size: 4,000 |
Applied Materials In... |
220.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
DQ0Q1W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
0.45 |
| Time value: |
0.38 |
| Break-even: |
194.49 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
-0.59 |
| Theta: |
-0.13 |
| Omega: |
-14.16 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.730 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.51% |
| 1 Month |
|
|
-61.73% |
| 3 Months |
|
|
-61.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.520 |
| 1M High / 1M Low: |
1.960 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
