DZ Bank Put 30 EVN 20.12.2024
/ DE000DQ28CW6
DZ Bank Put 30 EVN 20.12.2024/ DE000DQ28CW6 /
| 2024-06-20 9:06:52 AM |
Chg.0.000 |
Bid10:15:23 AM |
Ask10:15:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.240
Bid Size: 50,000 |
0.250
Ask Size: 50,000 |
EVN AG |
30.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DQ28CW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
EVN AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
0.07 |
| Time value: |
0.19 |
| Break-even: |
27.40 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
13.04% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-5.27 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.240 |
| 1M High / 1M Low: |
0.300 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
