DZ Bank Put 38 PFE 21.06.2024
/ DE000DJ4EDG0
DZ Bank Put 38 PFE 21.06.2024/ DE000DJ4EDG0 /
| 2024-06-14 9:35:04 PM |
Chg.+0.010 |
Bid9:55:01 PM |
Ask9:55:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+1.03% |
0.980
Bid Size: 5,000 |
1.000
Ask Size: 5,000 |
Pfizer Inc |
38.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4EDG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Pfizer Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
1.77 |
| Historic volatility: |
0.23 |
| Parity: |
0.98 |
| Time value: |
0.02 |
| Break-even: |
25.50 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
-0.90 |
| Theta: |
-0.08 |
| Omega: |
-2.32 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.980 |
| High: |
0.990 |
| Low: |
0.930 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.64% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+5.38% |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.920 |
| 1M High / 1M Low: |
0.980 |
0.780 |
| 6M High / 6M Low: |
1.210 |
0.780 |
| High (YTD): |
2024-04-25 |
1.210 |
| Low (YTD): |
2024-06-05 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.964 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.09% |
| Volatility 6M: |
|
62.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
