DZ Bank Put 80 GOB 20.12.2024
/ DE000DQ3BLY5
DZ Bank Put 80 GOB 20.12.2024/ DE000DQ3BLY5 /
| 10/9/2024 9:13:28 AM |
Chg.+0.010 |
Bid4:11:01 PM |
Ask4:11:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+2.94% |
0.300
Bid Size: 40,000 |
0.310
Ask Size: 40,000 |
ST GOBAIN ... |
80.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DQ3BLY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
5/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-0.20 |
| Time value: |
0.36 |
| Break-even: |
76.40 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.05 |
| Spread %: |
16.13% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-8.85 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.340 |
| 1M High / 1M Low: |
0.630 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
