DZ Bank Put 16 XCA 21.03.2025/  DE000DQ3H916  /

EUWAX
2024-07-26  9:08:42 AM Chg.-0.07 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
2.29EUR -2.97% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 16.00 EUR 2025-03-21 Put
 

Master data

WKN: DQ3H91
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Put
Strike price: 16.00 EUR
Maturity: 2025-03-21
Issue date: 2024-05-13
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -6.14
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.12
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 2.12
Time value: 0.15
Break-even: 13.74
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.80%
Delta: -0.69
Theta: 0.00
Omega: -4.21
Rho: -0.08
 

Quote data

Open: 2.29
High: 2.29
Low: 2.29
Previous Close: 2.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.88%
1 Month
  -26.37%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.36 2.12
1M High / 1M Low: 3.11 2.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.50
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -