DZ Bank Put 450 MA 21.06.2024
/ DE000DJ86GF5
DZ Bank Put 450 MA 21.06.2024/ DE000DJ86GF5 /
| 2024-06-03 8:14:01 AM |
Chg.-0.41 |
Bid9:41:34 PM |
Ask9:41:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.67EUR |
-37.96% |
1.01
Bid Size: 20,000 |
1.03
Ask Size: 20,000 |
MasterCard Incorpora... |
450.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
DJ86GF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-52.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.27 |
| Time value: |
0.51 |
| Break-even: |
406.85 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
-0.54 |
| Theta: |
-0.16 |
| Omega: |
-28.36 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.67 |
| High: |
0.67 |
| Low: |
0.67 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.64% |
| 1 Month |
|
|
-51.80% |
| 3 Months |
|
|
-26.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
0.53 |
| 1M High / 1M Low: |
1.39 |
0.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
415.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
