DZ Bank Put 75 NDA 21.03.2025
/ DE000DQ2WSS0
DZ Bank Put 75 NDA 21.03.2025/ DE000DQ2WSS0 /
20/09/2024 21:35:15 |
Chg.+0.100 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+12.99% |
0.870 Bid Size: 3,000 |
0.900 Ask Size: 3,000 |
AURUBIS AG |
75.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
DQ2WSS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
22/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.35 |
Historic volatility: |
0.32 |
Parity: |
0.49 |
Time value: |
0.41 |
Break-even: |
66.00 |
Moneyness: |
1.07 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
3.45% |
Delta: |
-0.53 |
Theta: |
-0.01 |
Omega: |
-4.15 |
Rho: |
-0.23 |
Quote data
Open: |
0.780 |
High: |
0.870 |
Low: |
0.770 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.92% |
1 Month |
|
|
-22.32% |
3 Months |
|
|
+2.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.770 |
1M High / 1M Low: |
1.180 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |