DZ Bank Put 90 LEG 20.09.2024
/ DE000DQ3QYL3
DZ Bank Put 90 LEG 20.09.2024/ DE000DQ3QYL3 /
| 27/06/2024 08:22:02 |
Chg.-0.11 |
Bid09:29:14 |
Ask09:29:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
-6.88% |
1.47
Bid Size: 30,000 |
1.49
Ask Size: 30,000 |
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: |
-4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
1.56 |
| Time value: |
0.09 |
| Break-even: |
73.50 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
3.77% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-3.56 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.97% |
| 1 Month |
|
|
+31.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.50 |
| 1M High / 1M Low: |
1.62 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
