DZ Bank Put 3.5 IES 20.09.2024
/ DE000DQ15FY2
DZ Bank Put 3.5 IES 20.09.2024/ DE000DQ15FY2 /
| 8/2/2024 9:35:09 PM |
Chg.+0.080 |
Bid9:28:55 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+100.00% |
0.270
Bid Size: 100,000 |
-
Ask Size: - |
INTESA SANPAOLO |
3.50 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DQ15FY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/2/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.06 |
| Time value: |
0.13 |
| Break-even: |
3.31 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-9.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.180 |
| Low: |
0.110 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+162.30% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.035 |
| 1M High / 1M Low: |
0.160 |
0.035 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
622.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
