DZ Bank Put 18 SFQ 21.03.2025
/ DE000DQ2L571
DZ Bank Put 18 SFQ 21.03.2025/ DE000DQ2L571 /
| 2024-12-20 9:42:28 PM |
Chg.-0.350 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.500EUR |
-9.09% |
3.490
Bid Size: 1,250 |
3.730
Ask Size: 1,250 |
SAF-HOLLAND SE INH ... |
18.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ2L57 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
3.18 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.31 |
| Parity: |
3.18 |
| Time value: |
0.55 |
| Break-even: |
14.27 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.24 |
| Spread %: |
6.88% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-2.79 |
| Rho: |
-0.03 |
Quote data
| Open: |
3.930 |
| High: |
4.020 |
| Low: |
3.440 |
| Previous Close: |
3.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.06% |
| 1 Month |
|
|
-19.91% |
| 3 Months |
|
|
+26.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.850 |
3.500 |
| 1M High / 1M Low: |
4.950 |
3.140 |
| 6M High / 6M Low: |
5.000 |
1.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.923 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.39% |
| Volatility 6M: |
|
120.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
