DZ Bank Put 15.5 CBK 20.09.2024
/ DE000DQ3QXP6
DZ Bank Put 15.5 CBK 20.09.2024/ DE000DQ3QXP6 /
| 21/08/2024 13:08:22 |
Chg.-0.050 |
Bid21:54:44 |
Ask21/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
-1.79% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
15.50 - |
20/09/2024 |
Put |
Master data
| WKN: |
DQ3QXP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
17/05/2024 |
| Last trading day: |
21/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.29 |
| Parity: |
2.41 |
| Time value: |
0.44 |
| Break-even: |
12.66 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.20 |
| Spread %: |
7.58% |
| Delta: |
-0.72 |
| Theta: |
-0.02 |
| Omega: |
-3.32 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.760 |
| High: |
2.830 |
| Low: |
2.740 |
| Previous Close: |
2.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.01% |
| 1 Month |
|
|
+222.35% |
| 3 Months |
|
|
+185.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.600 |
| 1M High / 1M Low: |
3.100 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
