DZ Bank Put 55 SAX 21.03.2025
/ DE000DQ2L9B8
DZ Bank Put 55 SAX 21.03.2025/ DE000DQ2L9B8 /
| 30/12/2024 13:42:16 |
Chg.+0.060 |
Bid13:49:27 |
Ask30/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+7.32% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
55.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
DQ2L9B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
30/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
0.90 |
| Time value: |
0.04 |
| Break-even: |
45.60 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
5.62% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-4.02 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.830 |
| High: |
0.890 |
| Low: |
0.830 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.26% |
| 3 Months |
|
|
+137.84% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.880 |
0.610 |
| 6M High / 6M Low: |
0.880 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.12% |
| Volatility 6M: |
|
133.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |