DZ Bank Put 70 BNR 21.03.2025
/ DE000DQ2NEL4
DZ Bank Put 70 BNR 21.03.2025/ DE000DQ2NEL4 /
| 2024-11-12 6:13:32 PM |
Chg.+0.440 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+49.44% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
70.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ2NEL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.85 |
| Time value: |
0.05 |
| Break-even: |
61.00 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-5.16 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.050 |
| High: |
1.400 |
| Low: |
1.050 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
+101.52% |
| 3 Months |
|
|
+60.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.890 |
| 1M High / 1M Low: |
1.050 |
0.650 |
| 6M High / 6M Low: |
1.050 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.752 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.38% |
| Volatility 6M: |
|
138.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
