DZ Bank Put 460 GS 20.12.2024
/ DE000DQ3BUM1
DZ Bank Put 460 GS 20.12.2024/ DE000DQ3BUM1 /
| 10/06/2024 08:34:38 |
Chg.+0.050 |
Bid10/06/2024 |
Ask10/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
+1.82% |
2.800
Bid Size: 4,000 |
2.920
Ask Size: 4,000 |
Goldman Sachs Group ... |
460.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
DQ3BUM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
07/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.47 |
| Time value: |
2.34 |
| Break-even: |
397.76 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
1.81% |
| Delta: |
-0.45 |
| Theta: |
-0.05 |
| Omega: |
-6.68 |
| Rho: |
-1.15 |
Quote data
| Open: |
2.800 |
| High: |
2.800 |
| Low: |
2.800 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.41% |
| 1 Month |
|
|
-7.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
2.520 |
| 1M High / 1M Low: |
3.110 |
2.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
