DZ Bank Put 65 SAX 20.12.2024
/ DE000DQ3BTP6
DZ Bank Put 65 SAX 20.12.2024/ DE000DQ3BTP6 /
| 29/08/2024 11:04:58 |
Chg.-0.030 |
Bid11:38:30 |
Ask11:38:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-4.17% |
0.680
Bid Size: 50,000 |
0.690
Ask Size: 50,000 |
STROEER SE + CO. KGA... |
65.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DQ3BTP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.62 |
| Time value: |
0.13 |
| Break-even: |
57.50 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
4.17% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-5.24 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.690 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.21% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
+25.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.700 |
| 1M High / 1M Low: |
0.900 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
