DZ Bank Put 15 XCA 21.06.2024
/ DE000DQ2Y566
DZ Bank Put 15 XCA 21.06.2024/ DE000DQ2Y566 /
| 6/12/2024 9:07:58 AM |
Chg.+0.110 |
Bid11:31:56 AM |
Ask11:31:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+11.11% |
1.190
Bid Size: 50,000 |
1.210
Ask Size: 50,000 |
CREDIT AGRICOLE INH.... |
15.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
DQ2Y56 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.18 |
| Parity: |
1.44 |
| Time value: |
0.06 |
| Break-even: |
13.51 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
7.19% |
| Delta: |
-0.87 |
| Theta: |
-0.01 |
| Omega: |
-7.96 |
| Rho: |
0.00 |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.100 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+161.90% |
| 1 Month |
|
|
+80.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.420 |
| 1M High / 1M Low: |
1.000 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
483.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
