DZ Bank Put 200 SRT3 20.12.2024
/ DE000DDZ53D3
DZ Bank Put 200 SRT3 20.12.2024/ DE000DDZ53D3 /
5/22/2024 9:04:38 PM |
Chg.+0.040 |
Bid5/22/2024 |
Ask5/22/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
+4.60% |
0.910 Bid Size: 6,000 |
1.030 Ask Size: 6,000 |
SARTORIUS AG VZO O.N... |
200.00 - |
12/20/2024 |
Put |
Master data
WKN: |
DDZ53D |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SARTORIUS AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
12/20/2024 |
Issue date: |
3/3/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-27.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.46 |
Parity: |
-7.05 |
Time value: |
0.99 |
Break-even: |
190.10 |
Moneyness: |
0.74 |
Premium: |
0.30 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.12 |
Spread %: |
13.79% |
Delta: |
-0.15 |
Theta: |
-0.05 |
Omega: |
-4.13 |
Rho: |
-0.30 |
Quote data
Open: |
0.880 |
High: |
0.940 |
Low: |
0.880 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.88% |
1 Month |
|
|
-6.19% |
3 Months |
|
|
+40.00% |
YTD |
|
|
-15.74% |
1 Year |
|
|
-31.58% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.690 |
1M High / 1M Low: |
0.970 |
0.690 |
6M High / 6M Low: |
1.670 |
0.400 |
High (YTD): |
1/17/2024 |
1.350 |
Low (YTD): |
3/22/2024 |
0.400 |
52W High: |
10/30/2023 |
3.070 |
52W Low: |
3/22/2024 |
0.400 |
Avg. price 1W: |
|
0.828 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.814 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.874 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.153 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
135.60% |
Volatility 6M: |
|
147.29% |
Volatility 1Y: |
|
144.55% |
Volatility 3Y: |
|
- |