DZ Bank Put 850 ASME 20.12.2024
/ DE000DQ0DG95
DZ Bank Put 850 ASME 20.12.2024/ DE000DQ0DG95 /
| 10/4/2024 12:39:19 PM |
Chg.-0.13 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.84EUR |
-1.09% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
850.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DQ0DG9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
850.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.65 |
| Intrinsic value: |
9.25 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
9.25 |
| Time value: |
2.46 |
| Break-even: |
732.90 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.20 |
| Spread %: |
1.74% |
| Delta: |
-0.67 |
| Theta: |
-0.31 |
| Omega: |
-4.31 |
| Rho: |
-1.30 |
Quote data
| Open: |
12.23 |
| High: |
12.23 |
| Low: |
11.84 |
| Previous Close: |
11.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.96% |
| 1 Month |
|
|
-14.02% |
| 3 Months |
|
|
+271.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.65 |
11.69 |
| 1M High / 1M Low: |
17.77 |
10.80 |
| 6M High / 6M Low: |
17.77 |
2.78 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.07% |
| Volatility 6M: |
|
236.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
