DZ Bank Put 480 MA 21.06.2024
/ DE000DJ86GG3
DZ Bank Put 480 MA 21.06.2024/ DE000DJ86GG3 /
| 5/29/2024 10:43:10 AM |
Chg.+0.79 |
Bid11:56:14 AM |
Ask11:56:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.38EUR |
+30.50% |
3.33
Bid Size: 6,000 |
3.43
Ask Size: 6,000 |
MasterCard Incorpora... |
480.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
DJ86GG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 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: |
-12.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
3.22 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
3.22 |
| Time value: |
0.04 |
| Break-even: |
409.75 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
1.24% |
| Delta: |
-0.88 |
| Theta: |
-0.07 |
| Omega: |
-11.05 |
| Rho: |
-0.25 |
Quote data
| Open: |
3.38 |
| High: |
3.38 |
| Low: |
3.38 |
| Previous Close: |
2.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.72% |
| 1 Month |
|
|
+63.29% |
| 3 Months |
|
|
+85.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.09 |
| 1M High / 1M Low: |
3.89 |
1.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
