DZ Bank Put 70 NDA 21.03.2025
/ DE000DQ2LP76
DZ Bank Put 70 NDA 21.03.2025/ DE000DQ2LP76 /
| 9/17/2024 6:12:49 PM |
Chg.-0.070 |
Bid6:30:58 PM |
Ask6:30:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-9.21% |
0.690
Bid Size: 10,500 |
0.720
Ask Size: 10,500 |
AURUBIS AG |
70.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
0.24 |
| Time value: |
0.54 |
| Break-even: |
62.30 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
4.05% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-4.16 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.650 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.77% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-5.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.750 |
| 1M High / 1M Low: |
0.860 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
