DZ Bank Put 460 MA 21.06.2024
/ DE000DJ8TS90
DZ Bank Put 460 MA 21.06.2024/ DE000DJ8TS90 /
| 2024-06-05 8:27:46 AM |
Chg.-0.23 |
Bid5:07:15 PM |
Ask5:07:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
-13.53% |
1.54
Bid Size: 15,000 |
1.56
Ask Size: 15,000 |
MasterCard Incorpora... |
460.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
DJ8TS9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
1.40 |
| Time value: |
0.15 |
| Break-even: |
407.23 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
-0.77 |
| Theta: |
-0.13 |
| Omega: |
-20.39 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.91% |
| 1 Month |
|
|
-26.50% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.28 |
| 1M High / 1M Low: |
1.96 |
0.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
