DZ Bank Put 70 NDA 21.03.2025
/ DE000DQ2LP76
DZ Bank Put 70 NDA 21.03.2025/ DE000DQ2LP76 /
2024-09-25 6:12:53 PM |
Chg.-0.03 |
Bid2024-09-25 |
Ask2024-09-25 |
Underlying |
Strike price |
Expiration date |
Option type |
1.04EUR |
-2.80% |
1.04 Bid Size: 10,500 |
1.07 Ask Size: 10,500 |
AURUBIS AG |
70.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
DQ2LP7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-12 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.39 |
Historic volatility: |
0.34 |
Parity: |
0.78 |
Time value: |
0.31 |
Break-even: |
59.10 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
2.83% |
Delta: |
-0.59 |
Theta: |
-0.01 |
Omega: |
-3.39 |
Rho: |
-0.23 |
Quote data
Open: |
1.08 |
High: |
1.14 |
Low: |
1.03 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+62.50% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
+89.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.07 |
0.52 |
1M High / 1M Low: |
1.07 |
0.52 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
270.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |