DZ Bank Put 15 SFQ 20.12.2024
/ DE000DJ65QF8
DZ Bank Put 15 SFQ 20.12.2024/ DE000DJ65QF8 /
| 09/10/2024 11:04:26 |
Chg.+0.040 |
Bid09/10/2024 |
Ask09/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+4.26% |
0.980
Bid Size: 12,500 |
1.040
Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
15.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ65QF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
0.02 |
| Time value: |
1.10 |
| Break-even: |
13.88 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.18 |
| Spread %: |
19.15% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-6.03 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.960 |
| High: |
1.010 |
| Low: |
0.950 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
+53.13% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
-55.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.560 |
| 1M High / 1M Low: |
0.940 |
0.400 |
| 6M High / 6M Low: |
1.210 |
0.260 |
| High (YTD): |
03/01/2024 |
2.510 |
| Low (YTD): |
16/07/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.642 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.45% |
| Volatility 6M: |
|
221.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
