DZ Bank Put 500 PPX 21.06.2024
/ DE000DJ386D4
DZ Bank Put 500 PPX 21.06.2024/ DE000DJ386D4 /
| 2024-05-03 9:04:45 AM |
Chg.-0.07 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
-3.91% |
-
Bid Size: - |
-
Ask Size: - |
KERING S.A. INH. ... |
500.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ386D |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KERING S.A. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.29 |
| Parity: |
1.71 |
| Time value: |
0.03 |
| Break-even: |
326.00 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
2.35% |
| Delta: |
-0.88 |
| Theta: |
-0.16 |
| Omega: |
-1.67 |
| Rho: |
-0.61 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.71% |
| 1 Month |
|
|
+21.99% |
| 3 Months |
|
|
+37.60% |
| YTD |
|
|
+60.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.69 |
| 1M High / 1M Low: |
1.84 |
1.40 |
| 6M High / 6M Low: |
1.84 |
0.74 |
| High (YTD): |
2024-04-24 |
1.84 |
| Low (YTD): |
2024-02-23 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.48% |
| Volatility 6M: |
|
129.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
