DZ Bank Put 85 EVD 20.12.2024
/ DE000DQ2GC29
DZ Bank Put 85 EVD 20.12.2024/ DE000DQ2GC29 /
| 21/06/2024 21:34:42 |
Chg.+0.130 |
Bid21:59:28 |
Ask21:59:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+15.85% |
0.950
Bid Size: 7,500 |
0.980
Ask Size: 7,500 |
CTS EVENTIM KGAA |
85.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
DQ2GC2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.61 |
| Time value: |
0.37 |
| Break-even: |
75.20 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
3.16% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-4.47 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.830 |
| High: |
0.980 |
| Low: |
0.830 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.820 |
| 1M High / 1M Low: |
0.990 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
