DZ Bank Put 52 HOT 21.06.2024
/ DE000DW4DQD4
DZ Bank Put 52 HOT 21.06.2024/ DE000DW4DQD4 /
| 2024-05-27 5:05:45 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HOCHTIEF AG |
52.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DW4DQD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HOCHTIEF AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-22 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10,010.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.25 |
| Parity: |
-4.81 |
| Time value: |
0.00 |
| Break-even: |
51.99 |
| Moneyness: |
0.52 |
| Premium: |
0.48 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-14.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.001 |
| High: |
0.020 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+1800.00% |
| 1 Month |
|
|
+1800.00% |
| 3 Months |
|
|
+1800.00% |
| YTD |
|
|
+1800.00% |
| 1 Year |
|
|
-88.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.019 |
| 1M High / 1M Low: |
0.027 |
0.001 |
| 6M High / 6M Low: |
0.027 |
0.001 |
| High (YTD): |
2024-05-21 |
0.027 |
| Low (YTD): |
2024-05-24 |
0.001 |
| 52W High: |
2023-07-07 |
0.170 |
| 52W Low: |
2024-05-24 |
0.001 |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.002 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.028 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
8,331.32% |
| Volatility 6M: |
|
3,187.11% |
| Volatility 1Y: |
|
2,520.11% |
| Volatility 3Y: |
|
- |
