DZ Bank Put 12 GYC 20.09.2024
/ DE000DQ3RQG7
DZ Bank Put 12 GYC 20.09.2024/ DE000DQ3RQG7 /
| 05/07/2024 09:04:19 |
Chg.-0.020 |
Bid09:11:00 |
Ask09:11:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-1.56% |
1.260
Bid Size: 12,500 |
1.320
Ask Size: 12,500 |
GRAND CITY PROPERT.E... |
12.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DQ3RQG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GRAND CITY PROPERT.EO-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
21/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.37 |
| Parity: |
0.63 |
| Time value: |
0.79 |
| Break-even: |
10.58 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.18 |
| Spread %: |
14.52% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-4.22 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.280 |
| High: |
1.280 |
| Low: |
1.260 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.27% |
| 1 Month |
|
|
+21.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.250 |
| 1M High / 1M Low: |
1.690 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
