DZ Bank Put 85 EVD 20.12.2024
/ DE000DQ2GC29
DZ Bank Put 85 EVD 20.12.2024/ DE000DQ2GC29 /
| 6/27/2024 11:34:54 AM |
Chg.-0.060 |
Bid11:58:32 AM |
Ask11:58:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-6.12% |
0.930
Bid Size: 75,000 |
0.940
Ask Size: 75,000 |
CTS EVENTIM KGAA |
85.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
DQ2GC2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.68 |
| Time value: |
0.33 |
| Break-even: |
74.90 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.06% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-4.44 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.910 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.20% |
| 1 Month |
|
|
+39.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.820 |
| 1M High / 1M Low: |
0.990 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
