DZ Bank Put 5 ZIL 21.03.2025
/ DE000DQ4J886
DZ Bank Put 5 ZIL 21.03.2025/ DE000DQ4J886 /
| 11/15/2024 12:34:49 PM |
Chg.-0.060 |
Bid11/15/2024 |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-5.36% |
1.060
Bid Size: 15,000 |
1.090
Ask Size: 15,000 |
ELRINGKLINGER AG |
5.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
DQ4J88 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/17/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.39 |
| Parity: |
0.98 |
| Time value: |
0.23 |
| Break-even: |
3.80 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
8.11% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-2.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.090 |
| High: |
1.110 |
| Low: |
1.060 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.19% |
| 1 Month |
|
|
-10.17% |
| 3 Months |
|
|
+11.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.070 |
| 1M High / 1M Low: |
1.180 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
