DZ Bank Put 90 LEG 20.09.2024
/ DE000DQ3QYL3
DZ Bank Put 90 LEG 20.09.2024/ DE000DQ3QYL3 /
| 26/07/2024 21:35:16 |
Chg.-0.040 |
Bid21:58:09 |
Ask21:58:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-3.88% |
0.950
Bid Size: 3,000 |
1.010
Ask Size: 3,000 |
LEG IMMOBILIEN SE NA... |
90.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
17/05/2024 |
| Last trading day: |
19/09/2024 |
| 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: |
CL |
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: |
|
- |
