DZ Bank Put 70 SNW 20.09.2024
/ DE000DJ521N5
DZ Bank Put 70 SNW 20.09.2024/ DE000DJ521N5 /
2024-07-30 9:02:07 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
- |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
70.00 - |
2024-09-20 |
Put |
Master data
WKN: |
DJ521N |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-01 |
Last trading day: |
2024-07-31 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-272.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.25 |
Parity: |
-2.80 |
Time value: |
0.04 |
Break-even: |
69.64 |
Moneyness: |
0.71 |
Premium: |
0.29 |
Premium p.a.: |
13.12 |
Spread abs.: |
0.02 |
Spread %: |
125.00% |
Delta: |
-0.04 |
Theta: |
-0.02 |
Omega: |
-11.05 |
Rho: |
0.00 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.016 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+45.45% |
3 Months |
|
|
-36.00% |
YTD |
|
|
-86.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.024 |
0.011 |
6M High / 6M Low: |
0.120 |
0.010 |
High (YTD): |
2024-02-15 |
0.130 |
Low (YTD): |
2024-07-15 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.050 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
397.67% |
Volatility 6M: |
|
204.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |