DZ Bank Put 850 RAA 20.12.2024
/ DE000DQ6NRH5
DZ Bank Put 850 RAA 20.12.2024/ DE000DQ6NRH5 /
| 04/10/2024 21:35:08 |
Chg.+0.060 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+3.30% |
-
Bid Size: - |
-
Ask Size: - |
RATIONAL AG |
850.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DQ6NRH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
850.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
12/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-41.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-5.90 |
| Time value: |
2.17 |
| Break-even: |
828.30 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.30 |
| Spread %: |
16.04% |
| Delta: |
-0.27 |
| Theta: |
-0.24 |
| Omega: |
-11.28 |
| Rho: |
-0.55 |
Quote data
| Open: |
1.810 |
| High: |
1.920 |
| Low: |
1.810 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.59% |
| 1 Month |
|
|
-52.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.680 |
| 1M High / 1M Low: |
3.990 |
1.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.681 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
