DZ Bank Put 45 EBO 20.12.2024
/ DE000DQ2LVA5
DZ Bank Put 45 EBO 20.12.2024/ DE000DQ2LVA5 /
26/07/2024 09:08:41 |
Chg.-0.020 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-11.11% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
45.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
DQ2LVA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
12/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-26.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-0.28 |
Time value: |
0.18 |
Break-even: |
43.20 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.03 |
Spread %: |
20.00% |
Delta: |
-0.31 |
Theta: |
-0.01 |
Omega: |
-8.11 |
Rho: |
-0.07 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
-48.39% |
3 Months |
|
|
-61.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.160 |
1M High / 1M Low: |
0.310 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |