DZ Bank Put 6 SGL 21.03.2025
/ DE000DQ2NL03
DZ Bank Put 6 SGL 21.03.2025/ DE000DQ2NL03 /
| 2024-06-13 12:04:24 PM |
Chg.+0.010 |
Bid2024-06-13 |
Ask2024-06-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+2.94% |
0.350
Bid Size: 12,500 |
0.380
Ask Size: 12,500 |
SGL CARBON SE O.N. |
6.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ2NL0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
-1.47 |
| Time value: |
0.43 |
| Break-even: |
5.57 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.09 |
| Spread %: |
26.47% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-3.60 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.360 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.330 |
| 1M High / 1M Low: |
0.490 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
