DZ Bank Put 18 SFQ 20.12.2024
/ DE000DQ00W92
DZ Bank Put 18 SFQ 20.12.2024/ DE000DQ00W92 /
| 08/10/2024 08:09:06 |
Chg.+0.12 |
Bid14:50:46 |
Ask14:50:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
+4.12% |
3.14
Bid Size: 12,500 |
3.22
Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
18.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.30 |
| Parity: |
2.72 |
| Time value: |
0.52 |
| Break-even: |
14.76 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.24 |
| Spread %: |
8.00% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-3.29 |
| Rho: |
-0.03 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
2.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.93% |
| 1 Month |
|
|
+38.99% |
| 3 Months |
|
|
+85.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.15 |
| 1M High / 1M Low: |
2.91 |
1.90 |
| 6M High / 6M Low: |
2.91 |
1.13 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.65% |
| Volatility 6M: |
|
160.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
