DZ Bank Put 18 SFQ 20.12.2024
/ DE000DQ00W92
DZ Bank Put 18 SFQ 20.12.2024/ DE000DQ00W92 /
9/4/2024 8:04:41 PM |
Chg.+0.110 |
Bid9/4/2024 |
Ask9/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.040EUR |
+5.70% |
2.040 Bid Size: 3,125 |
2.200 Ask Size: 3,125 |
SAF-HOLLAND SE INH ... |
18.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DQ00W9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/28/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.44 |
Historic volatility: |
0.30 |
Parity: |
1.12 |
Time value: |
1.03 |
Break-even: |
15.85 |
Moneyness: |
1.07 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.18 |
Spread %: |
9.14% |
Delta: |
-0.54 |
Theta: |
-0.01 |
Omega: |
-4.26 |
Rho: |
-0.03 |
Quote data
Open: |
2.140 |
High: |
2.200 |
Low: |
2.040 |
Previous Close: |
1.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.71% |
1 Month |
|
|
+37.84% |
3 Months |
|
|
-11.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.930 |
1.650 |
1M High / 1M Low: |
1.930 |
1.400 |
6M High / 6M Low: |
2.960 |
1.110 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.619 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.869 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.56% |
Volatility 6M: |
|
146.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |