DZ Bank Put 500 MA 21.06.2024
/ DE000DQ033L6
DZ Bank Put 500 MA 21.06.2024/ DE000DQ033L6 /
6/3/2024 8:23:19 AM |
Chg.-0.60 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.78EUR |
-11.15% |
- Bid Size: - |
- Ask Size: - |
MasterCard Incorpora... |
500.00 USD |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
3/1/2024 |
Last trading day: |
6/20/2024 |
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: |
4.78 |
High: |
4.78 |
Low: |
4.78 |
Previous Close: |
5.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.99% |
1 Month |
|
|
-12.29% |
3 Months |
|
|
+60.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.59 |
4.42 |
1M High / 1M Low: |
5.59 |
3.56 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |