DZ Bank Put 460 MA 21.06.2024
/ DE000DJ8TS90
DZ Bank Put 460 MA 21.06.2024/ DE000DJ8TS90 /
| 2024-05-15 12:35:06 PM |
Chg.-0.070 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
-6.48% |
1.010
Bid Size: 3,000 |
1.090
Ask Size: 3,000 |
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: |
-40.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
0.54 |
| Time value: |
0.51 |
| Break-even: |
414.88 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
-0.56 |
| Theta: |
-0.09 |
| Omega: |
-22.36 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.010 |
| High: |
1.040 |
| Low: |
1.000 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.01% |
| 1 Month |
|
|
-34.42% |
| 3 Months |
|
|
-21.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.850 |
| 1M High / 1M Low: |
2.060 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
