DZ Bank Put 80 NDA 21.03.2025
/ DE000DQ3QV15
DZ Bank Put 80 NDA 21.03.2025/ DE000DQ3QV15 /
| 14/11/2024 11:07:00 |
Chg.-0.020 |
Bid14/11/2024 |
Ask14/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-2.11% |
0.930
Bid Size: 30,000 |
0.940
Ask Size: 30,000 |
AURUBIS AG |
80.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
DQ3QV1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
17/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.36 |
| Parity: |
0.28 |
| Time value: |
0.71 |
| Break-even: |
70.10 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
-0.48 |
| Theta: |
-0.03 |
| Omega: |
-3.72 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.930 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.81% |
| 1 Month |
|
|
-46.24% |
| 3 Months |
|
|
-45.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.670 |
| 1M High / 1M Low: |
1.810 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
