DZ Bank Put 5 BSD2 20.06.2025
/ DE000DQ37HW6
DZ Bank Put 5 BSD2 20.06.2025/ DE000DQ37HW6 /
| 14/11/2024 21:34:48 |
Chg.-0.070 |
Bid21:59:06 |
Ask21:59:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-9.33% |
0.680
Bid Size: 7,500 |
0.720
Ask Size: 7,500 |
BCO SANTANDER N.EO0,... |
5.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
05/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.60 |
| Time value: |
0.18 |
| Break-even: |
4.22 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
5.41% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-3.45 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.670 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.49% |
| 1 Month |
|
|
-1.45% |
| 3 Months |
|
|
-31.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.670 |
| 1M High / 1M Low: |
0.750 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
