DZ Bank Put 60 SAX 20.09.2024
/ DE000DQ2L886
DZ Bank Put 60 SAX 20.09.2024/ DE000DQ2L886 /
| 8/16/2024 12:34:48 PM |
Chg.+0.010 |
Bid9:58:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
60.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
DQ2L88 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.09 |
| Time value: |
0.17 |
| Break-even: |
57.50 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.54 |
| Theta: |
-0.04 |
| Omega: |
-12.67 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.300 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
+38.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.420 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
