DZ Bank Put 20 SFQ 21.03.2025
/ DE000DQ2L589
DZ Bank Put 20 SFQ 21.03.2025/ DE000DQ2L589 /
| 25/09/2024 13:08:28 |
Chg.+0.150 |
Bid25/09/2024 |
Ask25/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.220EUR |
+3.69% |
4.220
Bid Size: 12,500 |
4.300
Ask Size: 12,500 |
SAF-HOLLAND SE INH ... |
20.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
DQ2L58 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SAF-HOLLAND SE INH EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
3.52 |
| Time value: |
0.71 |
| Break-even: |
15.77 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.18 |
| Spread %: |
4.44% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-2.55 |
| Rho: |
-0.07 |
Quote data
| Open: |
4.110 |
| High: |
4.230 |
| Low: |
4.050 |
| Previous Close: |
4.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.09% |
| 1 Month |
|
|
+32.70% |
| 3 Months |
|
|
+48.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.330 |
4.070 |
| 1M High / 1M Low: |
4.840 |
3.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
