DZ Bank Put 75 NDA 21.03.2025
/ DE000DQ2WSS0
DZ Bank Put 75 NDA 21.03.2025/ DE000DQ2WSS0 /
| 24/01/2025 21:42:54 |
Chg.0.000 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
0.00% |
0.470
Bid Size: 3,000 |
0.500
Ask Size: 3,000 |
AURUBIS AG |
75.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
DQ2WSS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
22/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.37 |
| Parity: |
0.11 |
| Time value: |
0.40 |
| Break-even: |
70.00 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
6.38% |
| Delta: |
-0.49 |
| Theta: |
-0.04 |
| Omega: |
-7.31 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.410 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.04% |
| 1 Month |
|
|
+2.13% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.390 |
| 1M High / 1M Low: |
0.680 |
0.390 |
| 6M High / 6M Low: |
1.500 |
0.300 |
| High (YTD): |
13/01/2025 |
0.680 |
| Low (YTD): |
20/01/2025 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.861 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.14% |
| Volatility 6M: |
|
184.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |