DZ Bank Put 350 SRT3 20.12.2024
/ DE000DJ4NTH5
DZ Bank Put 350 SRT3 20.12.2024/ DE000DJ4NTH5 /
| 2024-05-24 9:34:52 PM |
Chg.+0.650 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.130EUR |
+6.86% |
10.160
Bid Size: 1,500 |
10.280
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: |
-2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.03 |
| Intrinsic value: |
9.70 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.46 |
| Parity: |
9.70 |
| Time value: |
0.58 |
| Break-even: |
247.20 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.12 |
| Spread %: |
1.18% |
| Delta: |
-0.73 |
| Theta: |
-0.05 |
| Omega: |
-1.79 |
| Rho: |
-1.64 |
Quote data
| Open: |
9.580 |
| High: |
10.360 |
| Low: |
9.580 |
| Previous Close: |
9.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.08% |
| 1 Month |
|
|
+36.52% |
| 3 Months |
|
|
+87.94% |
| YTD |
|
|
+63.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.130 |
8.830 |
| 1M High / 1M Low: |
10.130 |
7.190 |
| 6M High / 6M Low: |
10.130 |
3.730 |
| High (YTD): |
2024-05-24 |
10.130 |
| Low (YTD): |
2024-03-22 |
3.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.358 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.67% |
| Volatility 6M: |
|
115.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
