DZ Bank Put 4.5 BSD2 20.12.2024
/ DE000DQ1WVX6
DZ Bank Put 4.5 BSD2 20.12.2024/ DE000DQ1WVX6 /
5/21/2024 9:14:40 AM |
Chg.+0.010 |
Bid11:59:27 AM |
Ask11:59:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
0.260 Bid Size: 50,000 |
0.270 Ask Size: 50,000 |
BCO SANTANDER N.EO0,... |
4.50 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DQ1WVX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
3/25/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-17.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-0.38 |
Time value: |
0.28 |
Break-even: |
4.22 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
16.67% |
Delta: |
-0.30 |
Theta: |
0.00 |
Omega: |
-5.23 |
Rho: |
-0.01 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.79% |
1 Month |
|
|
-45.65% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.240 |
1M High / 1M Low: |
0.420 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.266 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.324 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |