DZ Bank Put 85 SNW 21.06.2024
/ DE000DJ39HY3
DZ Bank Put 85 SNW 21.06.2024/ DE000DJ39HY3 /
| 2024-06-17 9:34:51 PM |
Chg.-0.046 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-65.71% |
0.021
Bid Size: 10,000 |
0.041
Ask Size: 10,000 |
SANOFI SA INHABER ... |
85.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ39HY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-101.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-0.14 |
| Time value: |
0.09 |
| Break-even: |
84.15 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
9.76 |
| Spread abs.: |
0.02 |
| Spread %: |
30.77% |
| Delta: |
-0.34 |
| Theta: |
-0.17 |
| Omega: |
-34.32 |
| Rho: |
0.00 |
Quote data
| Open: |
0.051 |
| High: |
0.073 |
| Low: |
0.022 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+118.18% |
| 1 Month |
|
|
-51.02% |
| 3 Months |
|
|
-91.72% |
| YTD |
|
|
-93.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.008 |
| 1M High / 1M Low: |
0.070 |
0.001 |
| 6M High / 6M Low: |
0.510 |
0.001 |
| High (YTD): |
2024-02-14 |
0.510 |
| Low (YTD): |
2024-06-07 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,717.13% |
| Volatility 6M: |
|
1,490.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
