DZ Bank Put 16 NDX1 21.03.2025
/ DE000DQ3MHG7
DZ Bank Put 16 NDX1 21.03.2025/ DE000DQ3MHG7 /
1/10/2025 6:09:28 PM |
Chg.-0.09 |
Bid9:00:24 PM |
Ask9:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.95EUR |
-1.79% |
4.91 Bid Size: 10,000 |
5.04 Ask Size: 10,000 |
NORDEX SE O.N. |
16.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
DQ3MHG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.81 |
Intrinsic value: |
4.81 |
Implied volatility: |
0.80 |
Historic volatility: |
0.40 |
Parity: |
4.81 |
Time value: |
0.29 |
Break-even: |
10.90 |
Moneyness: |
1.43 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.15 |
Spread %: |
3.03% |
Delta: |
-0.80 |
Theta: |
-0.01 |
Omega: |
-1.75 |
Rho: |
-0.03 |
Quote data
Open: |
4.80 |
High: |
4.96 |
Low: |
4.78 |
Previous Close: |
5.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.01% |
1 Month |
|
|
+0.20% |
3 Months |
|
|
+43.06% |
YTD |
|
|
-2.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
5.10 |
4.32 |
1M High / 1M Low: |
5.15 |
4.32 |
6M High / 6M Low: |
5.15 |
2.37 |
High (YTD): |
1/8/2025 |
5.10 |
Low (YTD): |
1/6/2025 |
4.32 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.65 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.79 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.88% |
Volatility 6M: |
|
91.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |