DZ Bank Put 5 BSD2 20.06.2025
/ DE000DQ37HW6
DZ Bank Put 5 BSD2 20.06.2025/ DE000DQ37HW6 /
| 2024-09-06 9:34:50 PM |
Chg.+0.090 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+11.25% |
0.900
Bid Size: 7,500 |
0.940
Ask Size: 7,500 |
BCO SANTANDER N.EO0,... |
5.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DQ37HW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.71 |
| Time value: |
0.23 |
| Break-even: |
4.06 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
4.44% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-2.65 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.860 |
| High: |
0.910 |
| Low: |
0.830 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.92% |
| 1 Month |
|
|
-15.24% |
| 3 Months |
|
|
+41.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.750 |
| 1M High / 1M Low: |
1.050 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
