DZ Bank Put 200 SND 20.12.2024
/ DE000DJ897S8
DZ Bank Put 200 SND 20.12.2024/ DE000DJ897S8 /
| 2024-07-11 9:34:36 PM |
Chg.-0.020 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-4.44% |
0.430
Bid Size: 1,250 |
0.530
Ask Size: 1,250 |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ897S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-41.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-2.79 |
| Time value: |
0.55 |
| Break-even: |
194.50 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.10 |
| Spread %: |
22.22% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-8.27 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-65.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.740 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.542 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
