DZ Bank Put 200 CGM 21.03.2025
/ DE000DQ2NE28
DZ Bank Put 200 CGM 21.03.2025/ DE000DQ2NE28 /
| 8/15/2024 9:08:08 AM |
Chg.-0.06 |
Bid4:28:26 PM |
Ask4:28:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
-2.17% |
2.52
Bid Size: 25,000 |
2.53
Ask Size: 25,000 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
DQ2NE2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
2.28 |
| Time value: |
0.53 |
| Break-even: |
172.00 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-3.94 |
| Rho: |
-0.83 |
Quote data
| Open: |
2.70 |
| High: |
2.70 |
| Low: |
2.70 |
| Previous Close: |
2.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.57% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
+73.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.76 |
| 1M High / 1M Low: |
2.96 |
1.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
