DZ Bank Put 60 BNR 21.03.2025/  DE000DQ2NEK6  /

EUWAX
2024-07-30  6:14:27 PM Chg.+0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.220EUR +4.76% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 60.00 EUR 2025-03-21 Put
 

Master data

WKN: DQ2NEK
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-15
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -26.29
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -0.57
Time value: 0.25
Break-even: 57.50
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 19.05%
Delta: -0.26
Theta: -0.01
Omega: -6.87
Rho: -0.13
 

Quote data

Open: 0.210
High: 0.220
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -31.25%
3 Months  
+4.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.310 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -