DZ Bank Put 5.5 ENL 20.12.2024
/ DE000DQ0DHY5
DZ Bank Put 5.5 ENL 20.12.2024/ DE000DQ0DHY5 /
| 2024-08-09 9:07:54 AM |
Chg.0.000 |
Bid10:05:21 AM |
Ask10:05:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
0.00% |
0.081
Bid Size: 65,000 |
0.091
Ask Size: 65,000 |
ENEL S.P.A. ... |
5.50 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DQ0DHY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-49.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
-0.93 |
| Time value: |
0.13 |
| Break-even: |
5.37 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.05 |
| Spread %: |
62.50% |
| Delta: |
-0.17 |
| Theta: |
0.00 |
| Omega: |
-8.50 |
| Rho: |
0.00 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.66% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-34.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.082 |
| 1M High / 1M Low: |
0.130 |
0.059 |
| 6M High / 6M Low: |
0.340 |
0.059 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.105 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.38% |
| Volatility 6M: |
|
184.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
