DZ Bank Put 95 NEM 21.03.2025
/ DE000DQ3V602
DZ Bank Put 95 NEM 21.03.2025/ DE000DQ3V602 /
| 2024-12-20 9:42:40 PM |
Chg.-0.030 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-3.85% |
0.750
Bid Size: 8,000 |
0.780
Ask Size: 8,000 |
NEMETSCHEK SE O.N. |
95.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ3V60 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-24 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
0.18 |
| Time value: |
0.61 |
| Break-even: |
87.20 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
4.00% |
| Delta: |
-0.49 |
| Theta: |
-0.04 |
| Omega: |
-5.80 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.780 |
| High: |
0.850 |
| Low: |
0.730 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.63% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-31.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.750 |
| 1M High / 1M Low: |
0.790 |
0.390 |
| 6M High / 6M Low: |
1.600 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.910 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.33% |
| Volatility 6M: |
|
129.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
