DZ Bank Put 350 SRT3 20.12.2024
/ DE000DJ4NTH5
DZ Bank Put 350 SRT3 20.12.2024/ DE000DJ4NTH5 /
| 2024-04-26 9:35:05 PM |
Chg.-0.570 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.420EUR |
-7.13% |
7.410
Bid Size: 1,500 |
7.530
Ask Size: 1,500 |
SARTORIUS AG VZO O.N... |
350.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4NTH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.62 |
| Intrinsic value: |
5.98 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
5.98 |
| Time value: |
1.55 |
| Break-even: |
274.70 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.12 |
| Spread %: |
1.62% |
| Delta: |
-0.61 |
| Theta: |
-0.06 |
| Omega: |
-2.33 |
| Rho: |
-1.63 |
Quote data
| Open: |
7.990 |
| High: |
7.990 |
| Low: |
7.350 |
| Previous Close: |
7.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.87% |
| 1 Month |
|
|
+74.59% |
| 3 Months |
|
|
+24.71% |
| YTD |
|
|
+19.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.570 |
7.320 |
| 1M High / 1M Low: |
8.820 |
4.120 |
| 6M High / 6M Low: |
13.650 |
3.730 |
| High (YTD): |
2024-04-19 |
8.820 |
| Low (YTD): |
2024-03-22 |
3.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.762 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.94% |
| Volatility 6M: |
|
114.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
