DZ Bank Put 95 SNW 21.06.2024
/ DE000DJ39H04
DZ Bank Put 95 SNW 21.06.2024/ DE000DJ39H04 /
| 2024-06-14 9:35:02 PM |
Chg.+0.220 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+33.33% |
0.870
Bid Size: 10,000 |
0.910
Ask Size: 10,000 |
SANOFI SA INHABER ... |
95.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ39H0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.25 |
| Parity: |
0.86 |
| Time value: |
0.05 |
| Break-even: |
85.90 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.04 |
| Spread %: |
4.60% |
| Delta: |
-0.85 |
| Theta: |
-0.14 |
| Omega: |
-8.04 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.690 |
| High: |
0.880 |
| Low: |
0.680 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+109.52% |
| 1 Month |
|
|
+66.04% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
-4.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.480 |
| 1M High / 1M Low: |
0.880 |
0.350 |
| 6M High / 6M Low: |
1.260 |
0.330 |
| High (YTD): |
2024-04-18 |
1.260 |
| Low (YTD): |
2024-05-13 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.838 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.49% |
| Volatility 6M: |
|
180.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
