DZ Bank Put 90 TLX 21.03.2025
/ DE000DY1AY65
DZ Bank Put 90 TLX 21.03.2025/ DE000DY1AY65 /
| 1/24/2025 8:31:31 AM |
Chg.-0.020 |
Bid9:07:01 AM |
Ask9:07:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-2.35% |
0.870
Bid Size: 60,000 |
0.890
Ask Size: 60,000 |
TALANX AG NA O.N. |
90.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
DY1AY6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TALANX AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
12/16/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.73 |
| Time value: |
0.16 |
| Break-even: |
81.20 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
7.32% |
| Delta: |
-0.70 |
| Theta: |
-0.03 |
| Omega: |
-6.60 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.49% |
| 1 Month |
|
|
-7.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
-4.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.820 |
| 1M High / 1M Low: |
0.970 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/14/2025 |
0.970 |
| Low (YTD): |
1/9/2025 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |