DZ Bank Put 450 MA 21.06.2024
/ DE000DJ86GF5
DZ Bank Put 450 MA 21.06.2024/ DE000DJ86GF5 /
| 31/05/2024 21:34:48 |
Chg.-0.010 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-1.01% |
0.750
Bid Size: 5,000 |
0.770
Ask Size: 5,000 |
MasterCard Incorpora... |
450.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
05/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
0.73 |
| Time value: |
0.35 |
| Break-even: |
404.66 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
-0.63 |
| Theta: |
-0.13 |
| Omega: |
-23.85 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.070 |
| High: |
1.210 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.33% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.560 |
| 1M High / 1M Low: |
1.430 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.715 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
