DZ Bank Put 160 SND 20.06.2025
/ DE000DJ748L8
DZ Bank Put 160 SND 20.06.2025/ DE000DJ748L8 /
| 2024-06-14 9:04:44 AM |
Chg.+0.040 |
Bid9:19:29 AM |
Ask9:19:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+9.30% |
0.490
Bid Size: 25,000 |
0.510
Ask Size: 25,000 |
SCHNEIDER ELEC. INH.... |
160.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ748L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-45.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
-6.97 |
| Time value: |
0.51 |
| Break-even: |
154.90 |
| Moneyness: |
0.70 |
| Premium: |
0.33 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.08 |
| Spread %: |
18.60% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-4.73 |
| Rho: |
-0.30 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.68% |
| 3 Months |
|
|
-2.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.390 |
| 1M High / 1M Low: |
0.470 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
