DZ Bank Put 350 PPX 20.12.2024
/ DE000DJ386E2
DZ Bank Put 350 PPX 20.12.2024/ DE000DJ386E2 /
| 2024-05-06 9:05:37 AM |
Chg.-0.010 |
Bid5:36:00 PM |
Ask5:36:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
0.390
Bid Size: 20,000 |
0.410
Ask Size: 20,000 |
KERING S.A. INH. ... |
350.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ386E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
0.21 |
| Time value: |
0.19 |
| Break-even: |
310.00 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
-0.51 |
| Theta: |
-0.05 |
| Omega: |
-4.22 |
| Rho: |
-1.30 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+39.29% |
| 3 Months |
|
|
+62.50% |
| YTD |
|
|
+56.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.380 |
| 1M High / 1M Low: |
0.470 |
0.270 |
| 6M High / 6M Low: |
0.470 |
0.130 |
| High (YTD): |
2024-04-24 |
0.470 |
| Low (YTD): |
2024-03-19 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.32% |
| Volatility 6M: |
|
216.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
