DZ Bank Put 55 BNR 21.03.2025
/ DE000DQ9DZ10
DZ Bank Put 55 BNR 21.03.2025/ DE000DQ9DZ10 /
| 24/01/2025 21:42:36 |
Chg.-0.010 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
0.110
Bid Size: 6,000 |
0.170
Ask Size: 6,000 |
BRENNTAG SE NA O.N. |
55.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
DQ9DZ1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
30/10/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-34.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.29 |
| Time value: |
0.17 |
| Break-even: |
53.30 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.06 |
| Spread %: |
54.55% |
| Delta: |
-0.31 |
| Theta: |
-0.02 |
| Omega: |
-10.70 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.130 |
| Low: |
0.100 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
-21.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.110 |
| 1M High / 1M Low: |
0.260 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
14/01/2025 |
0.260 |
| Low (YTD): |
24/01/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |