DZ Bank Put 220 ESL 20.12.2024
/ DE000DQ1VBM3
DZ Bank Put 220 ESL 20.12.2024/ DE000DQ1VBM3 /
| 11/06/2024 09:09:25 |
Chg.- |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ESSILORLUXO. INH. EO... |
220.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DQ1VBM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
22/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
1.22 |
| Time value: |
0.60 |
| Break-even: |
201.80 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
4.60% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-6.38 |
| Rho: |
-0.71 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.91% |
| 1 Month |
|
|
-15.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.72 |
| 1M High / 1M Low: |
2.12 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
