DZ Bank Put 15 SFQ 20.12.2024
/ DE000DJ65QF8
DZ Bank Put 15 SFQ 20.12.2024/ DE000DJ65QF8 /
6/7/2024 9:34:47 PM |
Chg.0.000 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
-16.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.29 |
Parity: |
-2.40 |
Time value: |
1.06 |
Break-even: |
13.94 |
Moneyness: |
0.86 |
Premium: |
0.20 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.18 |
Spread %: |
20.45% |
Delta: |
-0.25 |
Theta: |
0.00 |
Omega: |
-4.14 |
Rho: |
-0.03 |
Quote data
Open: |
0.880 |
High: |
0.970 |
Low: |
0.880 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.32% |
1 Month |
|
|
-12.87% |
3 Months |
|
|
-14.56% |
YTD |
|
|
-59.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.830 |
1M High / 1M Low: |
1.210 |
0.820 |
6M High / 6M Low: |
2.520 |
0.480 |
High (YTD): |
1/3/2024 |
2.510 |
Low (YTD): |
4/3/2024 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.943 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.308 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.10% |
Volatility 6M: |
|
155.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |