DZ Bank Put 11 XCA 20.12.2024
/ DE000DQ0KDG6
DZ Bank Put 11 XCA 20.12.2024/ DE000DQ0KDG6 /
2024-06-12 9:07:02 AM |
Chg.+0.030 |
Bid9:29:00 AM |
Ask9:29:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+18.75% |
0.190 Bid Size: 50,000 |
0.200 Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
11.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DQ0KDG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-14 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-56.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
-2.57 |
Time value: |
0.24 |
Break-even: |
10.76 |
Moneyness: |
0.81 |
Premium: |
0.21 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.05 |
Spread %: |
26.32% |
Delta: |
-0.14 |
Theta: |
0.00 |
Omega: |
-7.66 |
Rho: |
-0.01 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.75% |
1 Month |
|
|
+11.76% |
3 Months |
|
|
-62.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.150 |
1M High / 1M Low: |
0.160 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.151 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |