DZ Bank Put 7 ZIL 20.09.2024
/ DE000DQ2B788
DZ Bank Put 7 ZIL 20.09.2024/ DE000DQ2B788 /
| 6/26/2024 9:34:45 PM |
Chg.+0.140 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+8.05% |
1.870
Bid Size: 1,500 |
2.020
Ask Size: 1,500 |
ELRINGKLINGER AG |
7.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DQ2B78 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.39 |
| Parity: |
1.70 |
| Time value: |
0.13 |
| Break-even: |
5.17 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
5.17% |
| Delta: |
-0.77 |
| Theta: |
0.00 |
| Omega: |
-2.22 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.760 |
| High: |
1.900 |
| Low: |
1.760 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.21% |
| 1 Month |
|
|
+32.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.680 |
| 1M High / 1M Low: |
1.770 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
