DZ Bank Put 20 SFQ 20.12.2024
/ DE000DQ2CBS8
DZ Bank Put 20 SFQ 20.12.2024/ DE000DQ2CBS8 /
2024-05-20 9:34:39 PM |
Chg.-0.030 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.770EUR |
-0.79% |
3.760 Bid Size: 1,250 |
3.940 Ask Size: 1,250 |
SAF-HOLLAND SE INH ... |
20.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DQ2CBS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.81 |
Intrinsic value: |
2.36 |
Implied volatility: |
0.52 |
Historic volatility: |
0.30 |
Parity: |
2.36 |
Time value: |
1.61 |
Break-even: |
16.03 |
Moneyness: |
1.13 |
Premium: |
0.09 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.18 |
Spread %: |
4.75% |
Delta: |
-0.53 |
Theta: |
-0.01 |
Omega: |
-2.33 |
Rho: |
-0.08 |
Quote data
Open: |
3.790 |
High: |
3.790 |
Low: |
3.670 |
Previous Close: |
3.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.45% |
1 Month |
|
|
+25.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.030 |
3.700 |
1M High / 1M Low: |
4.500 |
3.000 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.607 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |