DZ Bank Put 220 SND 20.09.2024
/ DE000DQ0Y5V1
DZ Bank Put 220 SND 20.09.2024/ DE000DQ0Y5V1 /
6/13/2024 9:35:12 PM |
Chg.+0.160 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
+30.19% |
0.690 Bid Size: 2,500 |
0.770 Ask Size: 2,500 |
SCHNEIDER ELEC. INH.... |
220.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
DQ0Y5V |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
2/27/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-38.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
-1.66 |
Time value: |
0.61 |
Break-even: |
213.90 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.08 |
Spread %: |
15.09% |
Delta: |
-0.26 |
Theta: |
-0.05 |
Omega: |
-10.25 |
Rho: |
-0.19 |
Quote data
Open: |
0.550 |
High: |
0.710 |
Low: |
0.540 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.48% |
1 Month |
|
|
-6.76% |
3 Months |
|
|
-57.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.530 |
1M High / 1M Low: |
0.850 |
0.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.714 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.704 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
216.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |