DZ Bank Put 16 SFQ 21.03.2025
/ DE000DQ2L563
DZ Bank Put 16 SFQ 21.03.2025/ DE000DQ2L563 /
04/09/2024 19:04:47 |
Chg.+0.080 |
Bid04/09/2024 |
Ask04/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.320EUR |
+6.45% |
1.320 Bid Size: 4,375 |
1.470 Ask Size: 4,375 |
SAF-HOLLAND SE INH ... |
16.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
DQ2L56 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
12/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.30 |
Parity: |
-0.88 |
Time value: |
1.44 |
Break-even: |
14.56 |
Moneyness: |
0.95 |
Premium: |
0.14 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.18 |
Spread %: |
14.29% |
Delta: |
-0.35 |
Theta: |
0.00 |
Omega: |
-4.08 |
Rho: |
-0.04 |
Quote data
Open: |
1.360 |
High: |
1.420 |
Low: |
1.320 |
Previous Close: |
1.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.79% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
-13.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.060 |
1M High / 1M Low: |
1.240 |
0.940 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.156 |
Avg. volume 1W: |
|
940 |
Avg. price 1M: |
|
1.055 |
Avg. volume 1M: |
|
213.636 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |