DZ Bank Put 5 BSD2 20.12.2024
/ DE000DQ3QV72
DZ Bank Put 5 BSD2 20.12.2024/ DE000DQ3QV72 /
10/18/2024 9:08:21 AM |
Chg.+0.080 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+17.02% |
- Bid Size: - |
- Ask Size: - |
BCO SANTANDER N.EO0,... |
5.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DQ3QV7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
5/17/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.39 |
Historic volatility: |
0.24 |
Parity: |
0.42 |
Time value: |
0.12 |
Break-even: |
4.46 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
8.00% |
Delta: |
-0.67 |
Theta: |
0.00 |
Omega: |
-5.65 |
Rho: |
-0.01 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.79% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
-12.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.470 |
1M High / 1M Low: |
0.720 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.518 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.565 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |