DZ Bank Put 95 ADN1/D 21.03.2025
/ DE000DQ2RYD0
DZ Bank Put 95 ADN1/D 21.03.2025/ DE000DQ2RYD0 /
| 6/28/2024 9:35:04 PM |
Chg.+0.130 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
+7.65% |
1.820
Bid Size: 500 |
1.940
Ask Size: 500 |
ADESSO SE INH O.N. |
95.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
DQ2RYD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADESSO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
1.12 |
| Time value: |
0.82 |
| Break-even: |
75.60 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.12 |
| Spread %: |
6.59% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-2.20 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.710 |
| High: |
1.910 |
| Low: |
1.710 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.34% |
| 1 Month |
|
|
+39.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.470 |
| 1M High / 1M Low: |
1.830 |
1.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
