DZ Bank Put 16 XCA 20.09.2024
/ DE000DQ3H9Z2
DZ Bank Put 16 XCA 20.09.2024/ DE000DQ3H9Z2 /
| 2024-07-25 9:09:41 AM |
Chg.+0.29 |
Bid2:04:06 PM |
Ask2:04:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
+14.72% |
2.34
Bid Size: 50,000 |
2.36
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
16.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DQ3H9Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
2.02 |
| Time value: |
0.16 |
| Break-even: |
13.83 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
4.83% |
| Delta: |
-0.78 |
| Theta: |
0.00 |
| Omega: |
-5.04 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.11% |
| 1 Month |
|
|
-17.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.97 |
| 1M High / 1M Low: |
3.11 |
1.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
