DZ Bank Put 16 XCA 20.12.2024
/ DE000DQ3H908
DZ Bank Put 16 XCA 20.12.2024/ DE000DQ3H908 /
| 21/08/2024 10:31:47 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
16.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
DQ3H90 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
21/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
1.86 |
| Time value: |
0.61 |
| Break-even: |
13.54 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
2.93% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-3.63 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.44 |
| High: |
2.46 |
| Low: |
2.44 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.33% |
| 3 Months |
|
|
+83.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.22 |
2.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
