DZ Bank Put 45 EBO 21.03.2025
/ DE000DQ2LVC1
DZ Bank Put 45 EBO 21.03.2025/ DE000DQ2LVC1 /
2024-09-06 11:35:07 AM |
Chg.+0.020 |
Bid12:06:02 PM |
Ask12:06:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+10.53% |
0.210 Bid Size: 50,000 |
0.220 Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
45.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
DQ2LVC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-12 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
-0.35 |
Time value: |
0.22 |
Break-even: |
42.80 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.03 |
Spread %: |
15.79% |
Delta: |
-0.29 |
Theta: |
-0.01 |
Omega: |
-6.48 |
Rho: |
-0.09 |
Quote data
Open: |
0.220 |
High: |
0.230 |
Low: |
0.210 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.53% |
1 Month |
|
|
-43.24% |
3 Months |
|
|
-32.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.160 |
1M High / 1M Low: |
0.370 |
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: |
|
0.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |