DZ Bank Put 300 SRT3 21.06.2024
/ DE000DJ4K529
DZ Bank Put 300 SRT3 21.06.2024/ DE000DJ4K529 /
| 2024-05-13 3:04:47 PM |
Chg.+0.160 |
Bid3:21:07 PM |
Ask3:21:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.850EUR |
+5.95% |
2.930
Bid Size: 15,000 |
2.990
Ask Size: 15,000 |
SARTORIUS AG VZO O.N... |
300.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4K52 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.46 |
| Parity: |
2.12 |
| Time value: |
0.69 |
| Break-even: |
271.90 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.12 |
| Spread %: |
4.46% |
| Delta: |
-0.66 |
| Theta: |
-0.16 |
| Omega: |
-6.58 |
| Rho: |
-0.23 |
Quote data
| Open: |
2.560 |
| High: |
2.860 |
| Low: |
2.560 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.20% |
| 1 Month |
|
|
+117.56% |
| 3 Months |
|
|
+44.67% |
| YTD |
|
|
+12.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.870 |
2.510 |
| 1M High / 1M Low: |
3.690 |
1.180 |
| 6M High / 6M Low: |
6.590 |
0.660 |
| High (YTD): |
2024-01-17 |
3.750 |
| Low (YTD): |
2024-03-22 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.368 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
617.01% |
| Volatility 6M: |
|
273.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
