DZ Bank Put 75 NDA 21.06.2024
/ DE000DQ2WSR2
DZ Bank Put 75 NDA 21.06.2024/ DE000DQ2WSR2 /
| 2024-06-19 11:34:57 AM |
Chg.+0.060 |
Bid11:51:11 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+20.69% |
0.340
Bid Size: 30,000 |
-
Ask Size: - |
AURUBIS AG |
75.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DQ2WSR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.32 |
| Parity: |
0.27 |
| Time value: |
0.05 |
| Break-even: |
71.90 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
2.10 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
-0.77 |
| Theta: |
-0.26 |
| Omega: |
-17.86 |
| Rho: |
0.00 |
Quote data
| Open: |
0.300 |
| High: |
0.360 |
| Low: |
0.300 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+94.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.290 |
| 1M High / 1M Low: |
0.470 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
250 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
507.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
