DZ Bank Put 14 NDX1 20.12.2024
/ DE000DQ297X2
DZ Bank Put 14 NDX1 20.12.2024/ DE000DQ297X2 /
| 2024-11-04 9:34:57 PM |
Chg.-0.220 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-13.84% |
1.340
Bid Size: 4,000 |
1.400
Ask Size: 4,000 |
NORDEX SE O.N. |
14.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DQ297X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.40 |
| Parity: |
0.75 |
| Time value: |
0.90 |
| Break-even: |
12.35 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.06 |
| Spread %: |
3.77% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-4.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.540 |
| High: |
1.540 |
| Low: |
1.320 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.17% |
| 1 Month |
|
|
-15.43% |
| 3 Months |
|
|
-37.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
1.200 |
| 1M High / 1M Low: |
1.860 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
