DZ Bank Put 340 SRT3 21.06.2024
/ DE000DJ4NTD4
DZ Bank Put 340 SRT3 21.06.2024/ DE000DJ4NTD4 /
| 2024-04-26 9:35:04 PM |
Chg.-0.670 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.220EUR |
-11.38% |
5.210
Bid Size: 1,500 |
5.330
Ask Size: 1,500 |
SARTORIUS AG VZO O.N... |
340.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4NTD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.39 |
| Intrinsic value: |
4.98 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.46 |
| Parity: |
4.98 |
| Time value: |
0.35 |
| Break-even: |
286.70 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.12 |
| Spread %: |
2.30% |
| Delta: |
-0.79 |
| Theta: |
-0.10 |
| Omega: |
-4.30 |
| Rho: |
-0.43 |
Quote data
| Open: |
5.890 |
| High: |
5.890 |
| Low: |
5.110 |
| Previous Close: |
5.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.27% |
| 1 Month |
|
|
+194.92% |
| 3 Months |
|
|
+37.01% |
| YTD |
|
|
+21.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.710 |
5.040 |
| 1M High / 1M Low: |
7.080 |
1.770 |
| 6M High / 6M Low: |
12.350 |
1.520 |
| High (YTD): |
2024-04-19 |
7.080 |
| Low (YTD): |
2024-03-22 |
1.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.672 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.82% |
| Volatility 6M: |
|
215.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
