DZ Bank Put 20 SFQ 20.09.2024
/ DE000DQ2CBR0
DZ Bank Put 20 SFQ 20.09.2024/ DE000DQ2CBR0 /
| 2024-06-28 9:34:49 PM |
Chg.-0.030 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.290EUR |
-1.29% |
2.240
Bid Size: 1,250 |
2.420
Ask Size: 1,250 |
SAF-HOLLAND SE INH ... |
20.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DQ2CBR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
1.50 |
| Time value: |
0.93 |
| Break-even: |
17.57 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.18 |
| Spread %: |
8.00% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-4.43 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.290 |
| High: |
2.430 |
| Low: |
2.170 |
| Previous Close: |
2.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.27% |
| 1 Month |
|
|
-42.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.320 |
1.980 |
| 1M High / 1M Low: |
4.170 |
1.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
