DZ Bank Put 75 BNR 21.03.2025
/ DE000DQ2NEM2
DZ Bank Put 75 BNR 21.03.2025/ DE000DQ2NEM2 /
| 2024-06-07 4:35:08 PM |
Chg.-0.050 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-4.27% |
1.130
Bid Size: 50,000 |
1.140
Ask Size: 50,000 |
BRENNTAG SE NA O.N. |
75.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ2NEM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
1.02 |
| Time value: |
0.19 |
| Break-even: |
62.90 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
3.42% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-3.32 |
| Rho: |
-0.41 |
Quote data
| Open: |
1.140 |
| High: |
1.180 |
| Low: |
1.120 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+69.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.040 |
| 1M High / 1M Low: |
1.170 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.956 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
