DZ Bank Put 840 ASME 21.03.2025
/ DE000DQ2NDN2
DZ Bank Put 840 ASME 21.03.2025/ DE000DQ2NDN2 /
04/10/2024 21:35:13 |
Chg.-0.530 |
Bid21:59:03 |
Ask21:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
12.450EUR |
-4.08% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
840.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
DQ2NDN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
840.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
15/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.63 |
Intrinsic value: |
8.25 |
Implied volatility: |
0.41 |
Historic volatility: |
0.36 |
Parity: |
8.25 |
Time value: |
4.48 |
Break-even: |
712.70 |
Moneyness: |
1.11 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.20 |
Spread %: |
1.60% |
Delta: |
-0.57 |
Theta: |
-0.20 |
Omega: |
-3.39 |
Rho: |
-2.56 |
Quote data
Open: |
12.990 |
High: |
13.250 |
Low: |
12.060 |
Previous Close: |
12.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.19% |
1 Month |
|
|
-17.17% |
3 Months |
|
|
+200.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.600 |
12.450 |
1M High / 1M Low: |
18.160 |
12.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
14.473 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |