DZ Bank Put 15 REP 21.03.2025
/ DE000DQ2L4D5
DZ Bank Put 15 REP 21.03.2025/ DE000DQ2L4D5 /
| 6/3/2024 12:04:28 PM |
Chg.+0.050 |
Bid6/3/2024 |
Ask6/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+3.55% |
1.460
Bid Size: 25,000 |
1.470
Ask Size: 25,000 |
REPSOL S.A. INH. ... |
15.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
DQ2L4D |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.02 |
| Time value: |
1.48 |
| Break-even: |
13.52 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
7.25% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-4.06 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.390 |
| High: |
1.460 |
| Low: |
1.390 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.39% |
| 1 Month |
|
|
-23.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.330 |
| 1M High / 1M Low: |
1.900 |
1.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
