DZ Bank Put 18 SFQ 20.09.2024
/ DE000DQ00W84
DZ Bank Put 18 SFQ 20.09.2024/ DE000DQ00W84 /
2024-06-07 8:09:54 AM |
Chg.-0.05 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.07EUR |
-2.36% |
- Bid Size: - |
- Ask Size: - |
SAF-HOLLAND SE INH ... |
18.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DQ00W8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SAF-HOLLAND SE INH EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-28 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.55 |
Historic volatility: |
0.29 |
Parity: |
0.60 |
Time value: |
1.67 |
Break-even: |
15.73 |
Moneyness: |
1.03 |
Premium: |
0.10 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.18 |
Spread %: |
8.61% |
Delta: |
-0.47 |
Theta: |
-0.01 |
Omega: |
-3.63 |
Rho: |
-0.03 |
Quote data
Open: |
2.07 |
High: |
2.07 |
Low: |
2.07 |
Previous Close: |
2.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.91% |
1 Month |
|
|
+23.95% |
3 Months |
|
|
+8.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.20 |
1.88 |
1M High / 1M Low: |
2.54 |
1.51 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |