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DZ Bank Put 350 SRT3 20.12.2024/  DE000DJ4NTH5  /

Frankfurt Zert./DZB
6/17/2024  4:04:29 PM Chg.+0.390 Bid4:30:54 PM Ask4:30:54 PM Underlying Strike price Expiration date Option type
11.240EUR +3.59% 11.280
Bid Size: 25,000		 11.310
Ask Size: 25,000		 SARTORIUS AG VZO O.N... 350.00 EUR 12/20/2024 Put
 

Master data

WKN: DJ4NTH
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 350.00 EUR
Maturity: 12/20/2024
Issue date: 8/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.26
Leverage: Yes

Calculated values

Fair value: 10.45
Intrinsic value: 10.43
Implied volatility: 0.53
Historic volatility: 0.44
Parity: 10.43
Time value: 0.46
Break-even: 241.10
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 0.55%
Delta: -0.76
Theta: -0.05
Omega: -1.71
Rho: -1.51
 

Quote data

Open: 10.640
High: 11.300
Low: 10.640
Previous Close: 10.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.14%
1 Month  
+26.58%
3 Months  
+160.79%
YTD  
+81.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.150 10.460
1M High / 1M Low: 11.580 8.830
6M High / 6M Low: 11.580 3.730
High (YTD): 6/4/2024 11.580
Low (YTD): 3/22/2024 3.730
52W High: - -
52W Low: - -
Avg. price 1W:   10.776
Avg. volume 1W:   0.000
Avg. price 1M:   10.371
Avg. volume 1M:   0.000
Avg. price 6M:   6.749
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.43%
Volatility 6M:   112.67%
Volatility 1Y:   -
Volatility 3Y:   -