DZ Bank Put 16 SFQ 21.03.2025
/ DE000DQ2L563
DZ Bank Put 16 SFQ 21.03.2025/ DE000DQ2L563 /
| 2024-11-12 8:24:01 AM |
Chg.-0.01 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
-0.50% |
-
Bid Size: - |
-
Ask Size: - |
SAF-HOLLAND SE INH ... |
16.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
1.16 |
| Time value: |
0.78 |
| Break-even: |
14.06 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.18 |
| Spread %: |
10.23% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-4.34 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
2.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.24% |
| 1 Month |
|
|
+5.79% |
| 3 Months |
|
|
+91.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.02 |
| 1M High / 1M Low: |
2.59 |
1.99 |
| 6M High / 6M Low: |
2.59 |
0.78 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.84% |
| Volatility 6M: |
|
146.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
