DZ Bank Put 300 SRT3 21.06.2024
/ DE000DJ4K529
DZ Bank Put 300 SRT3 21.06.2024/ DE000DJ4K529 /
| 2024-04-26 9:34:42 PM |
Chg.-0.490 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.250EUR |
-17.88% |
2.240
Bid Size: 1,500 |
2.360
Ask Size: 1,500 |
SARTORIUS AG VZO O.N... |
300.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4K52 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.46 |
| Parity: |
0.98 |
| Time value: |
1.39 |
| Break-even: |
276.30 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.12 |
| Spread %: |
5.33% |
| Delta: |
-0.53 |
| Theta: |
-0.15 |
| Omega: |
-6.53 |
| Rho: |
-0.27 |
Quote data
| Open: |
2.740 |
| High: |
2.740 |
| Low: |
2.200 |
| Previous Close: |
2.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.02% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
+7.66% |
| YTD |
|
|
-11.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.350 |
2.180 |
| 1M High / 1M Low: |
3.690 |
0.750 |
| 6M High / 6M Low: |
8.720 |
0.660 |
| High (YTD): |
2024-01-17 |
3.750 |
| Low (YTD): |
2024-03-22 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.704 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.698 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
590.62% |
| Volatility 6M: |
|
272.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
