DZ Bank Put 320 SRT3 21.06.2024
/ DE000DJ4NTC6
DZ Bank Put 320 SRT3 21.06.2024/ DE000DJ4NTC6 /
| 2024-04-26 9:34:44 PM |
Chg.-0.610 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.580EUR |
-14.56% |
3.570
Bid Size: 1,500 |
3.690
Ask Size: 1,500 |
SARTORIUS AG VZO O.N... |
320.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4NTC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.46 |
| Parity: |
2.98 |
| Time value: |
0.72 |
| Break-even: |
283.00 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.12 |
| Spread %: |
3.35% |
| Delta: |
-0.68 |
| Theta: |
-0.13 |
| Omega: |
-5.35 |
| Rho: |
-0.35 |
Quote data
| Open: |
4.180 |
| High: |
4.180 |
| Low: |
3.500 |
| Previous Close: |
4.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.45% |
| 1 Month |
|
|
+205.98% |
| 3 Months |
|
|
+24.74% |
| YTD |
|
|
+7.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.930 |
3.450 |
| 1M High / 1M Low: |
5.300 |
1.170 |
| 6M High / 6M Low: |
10.490 |
1.020 |
| High (YTD): |
2024-04-19 |
5.300 |
| Low (YTD): |
2024-03-22 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
515.80% |
| Volatility 6M: |
|
244.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
