DZ Bank Put 50 PAH3 20.09.2024
/ DE000DQ058Y6
DZ Bank Put 50 PAH3 20.09.2024/ DE000DQ058Y6 /
8/14/2024 12:04:44 PM |
Chg.-0.040 |
Bid9:58:02 PM |
Ask8/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
-3.60% |
- Bid Size: - |
- Ask Size: - |
PORSCHE AUTOM.HLDG V... |
50.00 - |
9/20/2024 |
Put |
Master data
WKN: |
DQ058Y |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
8/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.92 |
Implied volatility: |
1.13 |
Historic volatility: |
0.22 |
Parity: |
0.92 |
Time value: |
0.20 |
Break-even: |
38.80 |
Moneyness: |
1.23 |
Premium: |
0.05 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.04 |
Spread %: |
3.70% |
Delta: |
-0.69 |
Theta: |
-0.08 |
Omega: |
-2.52 |
Rho: |
-0.03 |
Quote data
Open: |
1.110 |
High: |
1.120 |
Low: |
1.070 |
Previous Close: |
1.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+24.42% |
3 Months |
|
|
+137.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.160 |
0.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.011 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |