DZ Bank Put 52 SBS 21.06.2024
/ DE000DW3JRT7
DZ Bank Put 52 SBS 21.06.2024/ DE000DW3JRT7 /
| 2024-04-12 12:06:10 PM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STRATEC SE NA O.N. |
52.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DW3JRT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-04-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.36 |
| Parity: |
0.87 |
| Time value: |
0.54 |
| Break-even: |
37.90 |
| Moneyness: |
1.20 |
| Premium: |
0.12 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.14 |
| Spread %: |
11.02% |
| Delta: |
-0.54 |
| Theta: |
-0.08 |
| Omega: |
-1.67 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.24 |
| High: |
1.31 |
| Low: |
1.24 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.76% |
| 3 Months |
|
|
+25.96% |
| YTD |
|
|
+57.83% |
| 1 Year |
|
|
+114.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.47 |
1.25 |
| 6M High / 6M Low: |
1.47 |
0.63 |
| High (YTD): |
2024-04-03 |
1.47 |
| Low (YTD): |
2024-02-22 |
0.80 |
| 52W High: |
2024-04-03 |
1.47 |
| 52W Low: |
2023-06-16 |
0.35 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.87 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.98% |
| Volatility 6M: |
|
112.61% |
| Volatility 1Y: |
|
120.55% |
| Volatility 3Y: |
|
- |
