DZ Bank Put 15 NDX1 21.03.2025
/ DE000DQ3MHF9
DZ Bank Put 15 NDX1 21.03.2025/ DE000DQ3MHF9 /
| 24/01/2025 21:42:37 |
Chg.-0.070 |
Bid21:58:32 |
Ask21:58:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.530EUR |
-1.94% |
3.560
Bid Size: 4,000 |
3.680
Ask Size: 4,000 |
NORDEX SE O.N. |
15.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
DQ3MHF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.40 |
| Parity: |
3.27 |
| Time value: |
0.41 |
| Break-even: |
11.32 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.12 |
| Spread %: |
3.37% |
| Delta: |
-0.74 |
| Theta: |
-0.01 |
| Omega: |
-2.37 |
| Rho: |
-0.02 |
Quote data
| Open: |
3.550 |
| High: |
3.580 |
| Low: |
3.320 |
| Previous Close: |
3.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.29% |
| 1 Month |
|
|
-5.11% |
| 3 Months |
|
|
+46.47% |
| YTD |
|
|
-11.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.730 |
3.040 |
| 1M High / 1M Low: |
4.140 |
2.960 |
| 6M High / 6M Low: |
4.160 |
1.890 |
| High (YTD): |
08/01/2025 |
4.140 |
| Low (YTD): |
15/01/2025 |
2.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.060 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.59% |
| Volatility 6M: |
|
95.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |