DZ Bank Put 300 SRT3 20.09.2024
/ DE000DJ278E1
DZ Bank Put 300 SRT3 20.09.2024/ DE000DJ278E1 /
| 5/23/2024 8:35:24 PM |
Chg.+0.290 |
Bid8:37:27 PM |
Ask8:37:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.890EUR |
+6.30% |
4.880
Bid Size: 6,000 |
5.000
Ask Size: 6,000 |
SARTORIUS AG VZO O.N... |
300.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ278E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.82 |
| Intrinsic value: |
3.58 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
3.58 |
| Time value: |
1.15 |
| Break-even: |
252.70 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.12 |
| Spread %: |
2.60% |
| Delta: |
-0.63 |
| Theta: |
-0.08 |
| Omega: |
-3.50 |
| Rho: |
-0.70 |
Quote data
| Open: |
4.620 |
| High: |
4.940 |
| Low: |
4.620 |
| Previous Close: |
4.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.68% |
| 1 Month |
|
|
+47.73% |
| 3 Months |
|
|
+112.61% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.600 |
3.860 |
| 1M High / 1M Low: |
4.600 |
3.120 |
| 6M High / 6M Low: |
5.000 |
1.370 |
| High (YTD): |
5/22/2024 |
4.600 |
| Low (YTD): |
3/22/2024 |
1.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.059 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.73% |
| Volatility 6M: |
|
170.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
