DZ Bank Put 116 BMW 20.09.2024
/ DE000DQ05469
DZ Bank Put 116 BMW 20.09.2024/ DE000DQ05469 /
| 8/14/2024 12:04:45 PM |
Chg.-0.080 |
Bid9:59:01 PM |
Ask8/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.580EUR |
-2.19% |
-
Bid Size: - |
-
Ask Size: - |
BAY.MOTOREN WERKE AG... |
116.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
DQ0546 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
116.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
8/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
3.15 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.22 |
| Parity: |
3.15 |
| Time value: |
0.48 |
| Break-even: |
79.70 |
| Moneyness: |
1.37 |
| Premium: |
0.06 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.83% |
| Delta: |
-0.71 |
| Theta: |
-0.21 |
| Omega: |
-1.66 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.640 |
| High: |
3.640 |
| Low: |
3.570 |
| Previous Close: |
3.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.61% |
| 3 Months |
|
|
+55.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.710 |
2.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
