DZ Bank Put 60 BNR 21.03.2025
/ DE000DQ2NEK6
DZ Bank Put 60 BNR 21.03.2025/ DE000DQ2NEK6 /
| 1/10/2025 6:14:08 PM |
Chg.+0.050 |
Bid6:39:07 PM |
Ask6:39:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+11.90% |
0.460
Bid Size: 24,000 |
0.540
Ask Size: 24,000 |
BRENNTAG SE NA O.N. |
60.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
DQ2NEK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.30 |
| Time value: |
0.17 |
| Break-even: |
55.30 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
9.30% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-7.33 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.430 |
| High: |
0.480 |
| Low: |
0.430 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
+123.81% |
| 3 Months |
|
|
+135.00% |
| YTD |
|
|
+34.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.310 |
| 1M High / 1M Low: |
0.430 |
0.210 |
| 6M High / 6M Low: |
0.480 |
0.150 |
| High (YTD): |
1/8/2025 |
0.430 |
| Low (YTD): |
1/7/2025 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.23% |
| Volatility 6M: |
|
253.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |