DZ Bank Put 980 ASME 20.09.2024
/ DE000DQ1F4W4
DZ Bank Put 980 ASME 20.09.2024/ DE000DQ1F4W4 /
7/26/2024 4:35:19 PM |
Chg.-0.820 |
Bid4:53:37 PM |
Ask4:53:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
16.480EUR |
-4.74% |
16.190 Bid Size: 3,500 |
16.230 Ask Size: 3,500 |
ASML HOLDING EO -... |
980.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
DQ1F4W |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
980.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
3/11/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
18.04 |
Intrinsic value: |
18.04 |
Implied volatility: |
0.46 |
Historic volatility: |
0.32 |
Parity: |
18.04 |
Time value: |
0.59 |
Break-even: |
793.70 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.40 |
Spread %: |
2.19% |
Delta: |
-0.84 |
Theta: |
-0.23 |
Omega: |
-3.61 |
Rho: |
-1.32 |
Quote data
Open: |
18.310 |
High: |
18.310 |
Low: |
15.680 |
Previous Close: |
17.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.39% |
1 Month |
|
|
+107.30% |
3 Months |
|
|
+15.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
17.300 |
12.560 |
1M High / 1M Low: |
17.300 |
4.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
14.952 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.595 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
541.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |