DZ Bank Put 880 ASME 20.12.2024
/ DE000DQ0DHA5
DZ Bank Put 880 ASME 20.12.2024/ DE000DQ0DHA5 /
8/30/2024 9:08:23 AM |
Chg.-0.60 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.58EUR |
-5.37% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
880.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DQ0DHA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
880.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/9/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.98 |
Intrinsic value: |
5.70 |
Implied volatility: |
0.46 |
Historic volatility: |
0.34 |
Parity: |
5.70 |
Time value: |
5.45 |
Break-even: |
768.50 |
Moneyness: |
1.07 |
Premium: |
0.07 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.50 |
Spread %: |
4.69% |
Delta: |
-0.54 |
Theta: |
-0.32 |
Omega: |
-3.96 |
Rho: |
-1.70 |
Quote data
Open: |
10.58 |
High: |
10.58 |
Low: |
10.58 |
Previous Close: |
11.18 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.98% |
1 Month |
|
|
+34.43% |
3 Months |
|
|
+37.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.59 |
10.44 |
1M High / 1M Low: |
18.51 |
7.87 |
6M High / 6M Low: |
18.51 |
3.51 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
274.66% |
Volatility 6M: |
|
204.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |