DZ Bank Put 90 LEG 20.09.2024
/ DE000DQ3QYL3
DZ Bank Put 90 LEG 20.09.2024/ DE000DQ3QYL3 /
2024-07-26 8:04:24 PM |
Chg.-0.040 |
Bid8:28:07 PM |
Ask8:28:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
-3.88% |
0.990 Bid Size: 7,500 |
1.040 Ask Size: 7,500 |
LEG IMMOBILIEN SE NA... |
90.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DQ3QYL |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
LEG IMMOBILIEN SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-17 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.38 |
Historic volatility: |
0.34 |
Parity: |
0.98 |
Time value: |
0.12 |
Break-even: |
79.00 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
5.77% |
Delta: |
-0.75 |
Theta: |
-0.03 |
Omega: |
-5.46 |
Rho: |
-0.11 |
Quote data
Open: |
1.050 |
High: |
1.060 |
Low: |
0.950 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.81% |
1 Month |
|
|
-38.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.950 |
1M High / 1M Low: |
1.600 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.998 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |