DZ Bank Put 20 SFQ 20.12.2024
/ DE000DQ2CBS8
DZ Bank Put 20 SFQ 20.12.2024/ DE000DQ2CBS8 /
| 8/16/2024 8:13:45 AM |
Chg.-0.12 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
-4.30% |
2.67
Bid Size: 4,375 |
2.82
Ask Size: 4,375 |
SAF-HOLLAND SE INH ... |
20.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DQ2CBS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
2.02 |
| Time value: |
0.98 |
| Break-even: |
17.00 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.18 |
| Spread %: |
6.38% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-3.52 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.06% |
| 1 Month |
|
|
+3.09% |
| 3 Months |
|
|
-29.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.75 |
| 1M High / 1M Low: |
3.34 |
2.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
