DZ Bank Put 450 MA 21.06.2024
/ DE000DJ86GF5
DZ Bank Put 450 MA 21.06.2024/ DE000DJ86GF5 /
6/3/2024 9:34:48 PM |
Chg.+0.010 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+1.02% |
0.950 Bid Size: 5,000 |
0.970 Ask Size: 5,000 |
MasterCard Incorpora... |
450.00 USD |
6/21/2024 |
Put |
Master data
WKN: |
DJ86GF |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MasterCard Incorporated |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
2/5/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-52.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.19 |
Historic volatility: |
0.14 |
Parity: |
0.27 |
Time value: |
0.51 |
Break-even: |
406.85 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
2.63% |
Delta: |
-0.54 |
Theta: |
-0.16 |
Omega: |
-28.36 |
Rho: |
-0.11 |
Quote data
Open: |
0.670 |
High: |
1.060 |
Low: |
0.630 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+76.79% |
1 Month |
|
|
-19.51% |
3 Months |
|
|
+12.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.560 |
1M High / 1M Low: |
1.230 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.882 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.674 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
354.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |