DZ Bank Put 80 SIX2 21.03.2025
/ DE000DQ2L8K1
DZ Bank Put 80 SIX2 21.03.2025/ DE000DQ2L8K1 /
8/26/2024 12:04:50 PM |
Chg.-0.010 |
Bid12:20:12 PM |
Ask12:20:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.700EUR |
-0.58% |
1.690 Bid Size: 20,000 |
1.710 Ask Size: 20,000 |
SIXT SE ST O.N. |
80.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
DQ2L8K |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.59 |
Intrinsic value: |
1.57 |
Implied volatility: |
0.42 |
Historic volatility: |
0.31 |
Parity: |
1.57 |
Time value: |
0.20 |
Break-even: |
62.30 |
Moneyness: |
1.24 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
3.51% |
Delta: |
-0.68 |
Theta: |
-0.01 |
Omega: |
-2.47 |
Rho: |
-0.35 |
Quote data
Open: |
1.680 |
High: |
1.740 |
Low: |
1.680 |
Previous Close: |
1.710 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.56% |
1 Month |
|
|
-5.56% |
3 Months |
|
|
+40.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.870 |
1.590 |
1M High / 1M Low: |
2.090 |
1.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.846 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |