DZ Bank Put 12 NDX1 21.03.2025
/ DE000DQ2L2P3
DZ Bank Put 12 NDX1 21.03.2025/ DE000DQ2L2P3 /
| 24/01/2025 21:42:47 |
Chg.-0.060 |
Bid21:58:37 |
Ask21:58:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-4.51% |
1.290
Bid Size: 4,000 |
1.350
Ask Size: 4,000 |
NORDEX SE O.N. |
12.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
DQ2L2P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.40 |
| Parity: |
0.27 |
| Time value: |
1.08 |
| Break-even: |
10.65 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.06 |
| Spread %: |
4.65% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-4.13 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.170 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.40% |
| 1 Month |
|
|
-13.01% |
| 3 Months |
|
|
+16.51% |
| YTD |
|
|
-20.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.040 |
| 1M High / 1M Low: |
1.680 |
1.030 |
| 6M High / 6M Low: |
1.810 |
0.860 |
| High (YTD): |
08/01/2025 |
1.680 |
| Low (YTD): |
15/01/2025 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.68% |
| Volatility 6M: |
|
114.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |