DZ Bank Put 95 ADN1/D 21.03.2025
/ DE000DQ2RYD0
DZ Bank Put 95 ADN1/D 21.03.2025/ DE000DQ2RYD0 /
| 14/08/2024 21:34:49 |
Chg.-0.140 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
-5.22% |
2.540
Bid Size: 500 |
2.750
Ask Size: 500 |
ADESSO SE INH O.N. |
95.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
2.58 |
| Time value: |
0.19 |
| Break-even: |
67.30 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
3.75% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-1.79 |
| Rho: |
-0.46 |
Quote data
| Open: |
2.520 |
| High: |
2.680 |
| Low: |
2.430 |
| Previous Close: |
2.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.39% |
| 1 Month |
|
|
+76.39% |
| 3 Months |
|
|
+77.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.410 |
| 1M High / 1M Low: |
2.680 |
1.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
