DZ Bank Put 500 MA 21.06.2024
/ DE000DQ033L6
DZ Bank Put 500 MA 21.06.2024/ DE000DQ033L6 /
| 03/06/2024 21:34:55 |
Chg.+0.030 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.270EUR |
+0.57% |
5.210
Bid Size: 5,000 |
5.250
Ask Size: 5,000 |
MasterCard Incorpora... |
500.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
DQ033L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.88 |
| Intrinsic value: |
4.88 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.14 |
| Parity: |
4.88 |
| Time value: |
0.04 |
| Break-even: |
411.52 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
0.82% |
| Delta: |
-0.91 |
| Theta: |
-0.10 |
| Omega: |
-7.64 |
| Rho: |
-0.21 |
Quote data
| Open: |
4.780 |
| High: |
5.380 |
| Low: |
4.710 |
| Previous Close: |
5.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.11% |
| 1 Month |
|
|
-0.57% |
| 3 Months |
|
|
+85.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.250 |
4.500 |
| 1M High / 1M Low: |
5.300 |
3.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
