DZ Bank Put 3800 S&P 500 Index 21.06.2024
/ DE000DJ0R4T2
DZ Bank Put 3800 S&P 500 Index 21.../ DE000DJ0R4T2 /
31/05/2024 21:35:19 |
Chg.0.000 |
Bid21:50:00 |
Ask21:50:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 75,000 |
0.100 Ask Size: 75,000 |
- |
3,800.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
DJ0R4T |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,800.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
29/03/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-486.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.77 |
Historic volatility: |
0.10 |
Parity: |
-13.62 |
Time value: |
0.10 |
Break-even: |
3,492.79 |
Moneyness: |
0.72 |
Premium: |
0.28 |
Premium p.a.: |
92.13 |
Spread abs.: |
0.10 |
Spread %: |
9,900.00% |
Delta: |
-0.03 |
Theta: |
-1.39 |
Omega: |
-13.50 |
Rho: |
-0.08 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-94.12% |
3 Months |
|
|
-98.48% |
YTD |
|
|
-99.52% |
1 Year |
|
|
-99.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.014 |
0.001 |
6M High / 6M Low: |
0.360 |
0.001 |
High (YTD): |
04/01/2024 |
0.240 |
Low (YTD): |
31/05/2024 |
0.001 |
52W High: |
01/06/2023 |
1.430 |
52W Low: |
31/05/2024 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.108 |
Avg. volume 6M: |
|
16 |
Avg. price 1Y: |
|
0.459 |
Avg. volume 1Y: |
|
7.813 |
Volatility 1M: |
|
294.89% |
Volatility 6M: |
|
244.96% |
Volatility 1Y: |
|
189.99% |
Volatility 3Y: |
|
- |