DZ Bank Put 300 PPX 20.12.2024
/ DE000DQ28D85
DZ Bank Put 300 PPX 20.12.2024/ DE000DQ28D85 /
8/16/2024 9:06:29 AM |
Chg.-0.030 |
Bid1:48:29 PM |
Ask1:48:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-5.88% |
0.480 Bid Size: 150,000 |
0.490 Ask Size: 150,000 |
KERING S.A. INH. ... |
300.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DQ28D8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
KERING S.A. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
5/3/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.34 |
Historic volatility: |
0.30 |
Parity: |
0.44 |
Time value: |
0.04 |
Break-even: |
252.00 |
Moneyness: |
1.17 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
4.35% |
Delta: |
-0.74 |
Theta: |
-0.04 |
Omega: |
-3.93 |
Rho: |
-0.82 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.35% |
1 Month |
|
|
+200.00% |
3 Months |
|
|
+300.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.460 |
1M High / 1M Low: |
0.530 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.333 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
274.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |