DZ Bank Put 27750 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DQ6EPN6
DZ Bank Put 27750 Nikkei 225 Stoc.../ DE000DQ6EPN6 /
| 11/13/2024 3:04:33 PM |
Chg.0.000 |
Bid11/13/2024 |
Ask11/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
0.001
Bid Size: 50,000 |
0.045
Ask Size: 50,000 |
- |
27,750.00 JPY |
12/6/2024 |
Put |
Master data
| WKN: |
DQ6EPN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27,750.00 JPY |
| Maturity: |
12/6/2024 |
| Issue date: |
8/6/2024 |
| Last trading day: |
12/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7,162,513.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
453,414.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
41.41 |
| Parity: |
-190,330.79 |
| Time value: |
0.09 |
| Break-even: |
4,542,953.35 |
| Moneyness: |
0.70 |
| Premium: |
0.30 |
| Premium p.a.: |
59.68 |
| Spread abs.: |
0.09 |
| Spread %: |
8,900.00% |
| Delta: |
0.00 |
| Theta: |
-0.41 |
| Omega: |
-56.69 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-97.83% |
| 3 Months |
|
|
-99.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.005 |
0.001 |
| 1M High / 1M Low: |
0.039 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,587.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
