DZ Bank Put 20 TPE 21.03.2025
/ DE000DQ2NKD8
DZ Bank Put 20 TPE 21.03.2025/ DE000DQ2NKD8 /
| 13/09/2024 21:34:30 |
Chg.0.000 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
0.710
Bid Size: 5,000 |
0.860
Ask Size: 5,000 |
PVA TEPLA AG O.N. |
20.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
DQ2NKD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
15/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.42 |
| Parity: |
0.77 |
| Time value: |
0.11 |
| Break-even: |
11.20 |
| Moneyness: |
1.63 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
20.55% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-0.90 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.730 |
| High: |
0.760 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
+84.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.660 |
| 1M High / 1M Low: |
0.720 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
