DZ Bank Put 68 SMHN 20.12.2024
/ DE000DQ5JNG6
DZ Bank Put 68 SMHN 20.12.2024/ DE000DQ5JNG6 /
| 05/11/2024 08:25:31 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SUESS MICROTEC SE NA... |
68.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
DQ5JNG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SUESS MICROTEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
12/07/2024 |
| Last trading day: |
05/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.56 |
| Parity: |
1.54 |
| Time value: |
0.08 |
| Break-even: |
51.80 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.33 |
| Spread %: |
25.58% |
| Delta: |
-0.83 |
| Theta: |
-0.03 |
| Omega: |
-2.69 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.46 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.70% |
| 1 Month |
|
|
+126.98% |
| 3 Months |
|
|
-17.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.43 |
| 1M High / 1M Low: |
1.46 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
