DZ Bank Put 20 VH2 20.12.2024
/ DE000DQ4D4G6
DZ Bank Put 20 VH2 20.12.2024/ DE000DQ4D4G6 /
2024-07-24 9:34:39 PM |
Chg.-0.290 |
Bid8:03:53 AM |
Ask8:03:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.880EUR |
-9.15% |
- Bid Size: - |
- Ask Size: - |
FR.VORWERK GRP SE IN... |
20.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DQ4D4G |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FR.VORWERK GRP SE INH ON |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-12 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.74 |
Intrinsic value: |
1.62 |
Implied volatility: |
0.54 |
Historic volatility: |
0.42 |
Parity: |
1.62 |
Time value: |
1.69 |
Break-even: |
16.69 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.45 |
Spread %: |
15.73% |
Delta: |
-0.51 |
Theta: |
-0.01 |
Omega: |
-2.85 |
Rho: |
-0.05 |
Quote data
Open: |
3.100 |
High: |
3.200 |
Low: |
2.870 |
Previous Close: |
3.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.77% |
1 Month |
|
|
-5.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.170 |
2.600 |
1M High / 1M Low: |
3.250 |
2.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.830 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |