DZ Bank Put 70 NDA 21.03.2025
/ DE000DQ2LP76
DZ Bank Put 70 NDA 21.03.2025/ DE000DQ2LP76 /
14/08/2024 18:13:12 |
Chg.-0.030 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
-3.03% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
70.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
DQ2LP7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
12/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.37 |
Historic volatility: |
0.33 |
Parity: |
0.63 |
Time value: |
0.39 |
Break-even: |
59.80 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
3.03% |
Delta: |
-0.54 |
Theta: |
-0.01 |
Omega: |
-3.39 |
Rho: |
-0.27 |
Quote data
Open: |
0.990 |
High: |
0.990 |
Low: |
0.940 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
+113.33% |
3 Months |
|
|
+62.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.960 |
1M High / 1M Low: |
1.180 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.762 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
235.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |