DZ Bank Put 320 SRT3 21.06.2024
/ DE000DJ4NTC6
DZ Bank Put 320 SRT3 21.06.2024/ DE000DJ4NTC6 /
5/13/2024 9:34:41 AM |
Chg.+0.080 |
Bid9:50:33 AM |
Ask9:50:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.390EUR |
+1.86% |
4.380 Bid Size: 15,000 |
4.440 Ask Size: 15,000 |
SARTORIUS AG VZO O.N... |
320.00 EUR |
6/21/2024 |
Put |
Master data
WKN: |
DJ4NTC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SARTORIUS AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
320.00 EUR |
Maturity: |
6/21/2024 |
Issue date: |
8/7/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.46 |
Intrinsic value: |
4.12 |
Implied volatility: |
0.44 |
Historic volatility: |
0.46 |
Parity: |
4.12 |
Time value: |
0.31 |
Break-even: |
275.70 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.12 |
Spread %: |
2.78% |
Delta: |
-0.79 |
Theta: |
-0.12 |
Omega: |
-5.00 |
Rho: |
-0.30 |
Quote data
Open: |
4.160 |
High: |
4.420 |
Low: |
4.160 |
Previous Close: |
4.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.81% |
1 Month |
|
|
+117.33% |
3 Months |
|
|
+58.48% |
YTD |
|
|
+31.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.500 |
4.060 |
1M High / 1M Low: |
5.300 |
1.830 |
6M High / 6M Low: |
8.170 |
1.020 |
High (YTD): |
4/19/2024 |
5.300 |
Low (YTD): |
3/22/2024 |
1.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.802 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.255 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
534.65% |
Volatility 6M: |
|
244.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |