DZ Bank Put 15 SFQ 20.09.2024
/ DE000DJ65QE1
DZ Bank Put 15 SFQ 20.09.2024/ DE000DJ65QE1 /
2024-06-17 9:04:31 AM |
Chg.+0.020 |
Bid9:13:45 AM |
Ask9:13:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+2.90% |
0.680 Bid Size: 12,500 |
0.740 Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
15.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DJ65QE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.29 |
Parity: |
-0.96 |
Time value: |
0.87 |
Break-even: |
14.13 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.18 |
Spread %: |
26.09% |
Delta: |
-0.33 |
Theta: |
-0.01 |
Omega: |
-6.09 |
Rho: |
-0.02 |
Quote data
Open: |
0.690 |
High: |
0.710 |
Low: |
0.690 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+65.12% |
1 Month |
|
|
+22.41% |
3 Months |
|
|
+61.36% |
YTD |
|
|
-62.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.430 |
1M High / 1M Low: |
0.710 |
0.430 |
6M High / 6M Low: |
2.240 |
0.270 |
High (YTD): |
2024-01-03 |
2.240 |
Low (YTD): |
2024-04-03 |
0.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.534 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.584 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.971 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.17% |
Volatility 6M: |
|
222.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |