DZ Bank Put 660 MOH 21.03.2025
/ DE000DQ4J9T2
DZ Bank Put 660 MOH 21.03.2025/ DE000DQ4J9T2 /
05/09/2024 18:04:48 |
Chg.+1.280 |
Bid18:07:09 |
Ask18:07:09 |
Underlying |
Strike price |
Expiration date |
Option type |
6.710EUR |
+23.57% |
6.770 Bid Size: 2,560 |
7.120 Ask Size: 2,560 |
LVMH E... |
660.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
DQ4J9T |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
LVMH EO 0,3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
660.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
17/06/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.11 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
1.74 |
Time value: |
4.06 |
Break-even: |
602.00 |
Moneyness: |
1.03 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.35 |
Spread %: |
6.42% |
Delta: |
-0.47 |
Theta: |
-0.11 |
Omega: |
-5.22 |
Rho: |
-1.95 |
Quote data
Open: |
5.770 |
High: |
6.910 |
Low: |
5.770 |
Previous Close: |
5.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+69.02% |
1 Month |
|
|
+0.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.430 |
3.670 |
1M High / 1M Low: |
6.660 |
3.670 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.776 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |