DZ Bank Put 15 SFQ 20.12.2024
/ DE000DJ65QF8
DZ Bank Put 15 SFQ 20.12.2024/ DE000DJ65QF8 /
5/17/2024 3:34:45 PM |
Chg.+0.020 |
Bid5/17/2024 |
Ask5/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+2.17% |
0.940 Bid Size: 12,500 |
1.000 Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
15.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DJ65QF |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
12/1/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.30 |
Parity: |
-2.62 |
Time value: |
1.09 |
Break-even: |
13.91 |
Moneyness: |
0.85 |
Premium: |
0.21 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.18 |
Spread %: |
19.78% |
Delta: |
-0.24 |
Theta: |
0.00 |
Omega: |
-3.94 |
Rho: |
-0.03 |
Quote data
Open: |
0.920 |
High: |
0.950 |
Low: |
0.920 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.32% |
1 Month |
|
|
+56.67% |
3 Months |
|
|
-42.68% |
YTD |
|
|
-57.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.860 |
1M High / 1M Low: |
1.210 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/3/2024 |
2.510 |
Low (YTD): |
4/3/2024 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.946 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.789 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
235.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |