DZ Bank Put 15 NDX1 20.12.2024
/ DE000DQ3MHD4
DZ Bank Put 15 NDX1 20.12.2024/ DE000DQ3MHD4 /
| 04/11/2024 13:07:35 |
Chg.-0.26 |
Bid13:59:57 |
Ask13:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
-11.45% |
1.99
Bid Size: 40,000 |
2.01
Ask Size: 40,000 |
NORDEX SE O.N. |
15.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DQ3MHD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.40 |
| Parity: |
1.75 |
| Time value: |
0.57 |
| Break-even: |
12.68 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.06 |
| Spread %: |
2.65% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-3.74 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
1.95 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.19% |
| 1 Month |
|
|
-11.06% |
| 3 Months |
|
|
-31.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
1.73 |
| 1M High / 1M Low: |
2.59 |
1.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
