DZ Bank Put 4 C3RY 20.09.2024
/ DE000DJ20VA4
DZ Bank Put 4 C3RY 20.09.2024/ DE000DJ20VA4 /
| 2024-05-28 5:04:37 PM |
Chg.+0.170 |
Bid5:29:06 PM |
Ask5:29:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
+10.90% |
-
Bid Size: - |
-
Ask Size: - |
CHERRY SE O.N. |
4.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ20VA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CHERRY SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.78 |
| Parity: |
1.56 |
| Time value: |
0.41 |
| Break-even: |
2.03 |
| Moneyness: |
1.64 |
| Premium: |
0.17 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.41 |
| Spread %: |
26.28% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-0.68 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.740 |
| High: |
1.740 |
| Low: |
1.730 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.57% |
| 1 Month |
|
|
+5.49% |
| 3 Months |
|
|
-19.16% |
| YTD |
|
|
+23.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.510 |
| 1M High / 1M Low: |
1.770 |
1.200 |
| 6M High / 6M Low: |
2.390 |
1.120 |
| High (YTD): |
2024-03-28 |
2.390 |
| Low (YTD): |
2024-01-17 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.771 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.79% |
| Volatility 6M: |
|
101.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
