DZ Bank Put 220 SND 21.06.2024
/ DE000DQ0Y5U3
DZ Bank Put 220 SND 21.06.2024/ DE000DQ0Y5U3 /
2024-06-03 11:34:59 AM |
Chg.-0.010 |
Bid9:58:03 PM |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-4.76% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
220.00 - |
2024-06-21 |
Put |
Master data
WKN: |
DQ0Y5U |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-27 |
Last trading day: |
2024-06-03 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-102.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.21 |
Parity: |
-0.44 |
Time value: |
0.22 |
Break-even: |
217.80 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.02 |
Spread %: |
10.00% |
Delta: |
-0.32 |
Theta: |
-0.11 |
Omega: |
-32.18 |
Rho: |
-0.03 |
Quote data
Open: |
0.160 |
High: |
0.200 |
Low: |
0.160 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
-80.39% |
3 Months |
|
|
-89.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.170 |
1M High / 1M Low: |
0.800 |
0.080 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
482.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |