DZ Bank Put 70 SAX 20.09.2024
/ DE000DQ3SZK8
DZ Bank Put 70 SAX 20.09.2024/ DE000DQ3SZK8 /
| 2024-06-14 9:34:50 PM |
Chg.+0.050 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+5.56% |
0.950
Bid Size: 5,000 |
1.010
Ask Size: 5,000 |
STROEER SE + CO. KGA... |
70.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DQ3SZK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.90 |
| Time value: |
0.11 |
| Break-even: |
59.90 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
6.32% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-4.37 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.910 |
| High: |
0.990 |
| Low: |
0.890 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.80% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.740 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
