DZ Bank Put 16 NDX1 21.03.2025
/ DE000DQ3MHG7
DZ Bank Put 16 NDX1 21.03.2025/ DE000DQ3MHG7 /
| 1/10/2025 12:42:27 PM |
Chg.-0.180 |
Bid12:53:05 PM |
Ask12:53:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.790EUR |
-3.62% |
4.810
Bid Size: 40,000 |
4.860
Ask Size: 40,000 |
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: |
4.810 |
| High: |
4.970 |
| Low: |
4.790 |
| Previous Close: |
4.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.11% |
| 1 Month |
|
|
-2.05% |
| 3 Months |
|
|
+39.65% |
| YTD |
|
|
-3.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.110 |
4.360 |
| 1M High / 1M Low: |
5.130 |
4.360 |
| 6M High / 6M Low: |
5.130 |
2.400 |
| High (YTD): |
1/8/2025 |
5.110 |
| Low (YTD): |
1/6/2025 |
4.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.778 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.41% |
| Volatility 6M: |
|
84.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |