DZ Bank Put 2.5 SNG 21.06.2024
/ DE000DJ4NW86
DZ Bank Put 2.5 SNG 21.06.2024/ DE000DJ4NW86 /
| 2024-05-23 9:52:25 AM |
Chg.+0.020 |
Bid7:59:03 PM |
Ask7:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+2.44% |
0.680
Bid Size: 1,000 |
1.090
Ask Size: 1,000 |
SINGULUS TECHNOL. EO... |
2.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4NW8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SINGULUS TECHNOL. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
3.17 |
| Historic volatility: |
0.63 |
| Parity: |
0.66 |
| Time value: |
0.46 |
| Break-even: |
1.39 |
| Moneyness: |
1.36 |
| Premium: |
0.25 |
| Premium p.a.: |
15.03 |
| Spread abs.: |
0.45 |
| Spread %: |
68.18% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-0.76 |
| Rho: |
0.00 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-13.40% |
| 3 Months |
|
|
-26.96% |
| YTD |
|
|
-22.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.670 |
| 1M High / 1M Low: |
0.990 |
0.670 |
| 6M High / 6M Low: |
1.390 |
0.670 |
| High (YTD): |
2024-04-03 |
1.390 |
| Low (YTD): |
2024-05-17 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.847 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.00% |
| Volatility 6M: |
|
115.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
