DZ Bank Put 120 SQU 21.06.2024
/ DE000DQ0XVC0
DZ Bank Put 120 SQU 21.06.2024/ DE000DQ0XVC0 /
2024-05-02 9:35:02 PM |
Chg.+0.030 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+3.26% |
0.950 Bid Size: 3,500 |
1.030 Ask Size: 3,500 |
VINCI S.A. INH. EO... |
120.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
DQ0XVC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-26 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.29 |
Historic volatility: |
0.14 |
Parity: |
0.98 |
Time value: |
0.10 |
Break-even: |
109.30 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.08 |
Spread %: |
8.08% |
Delta: |
-0.76 |
Theta: |
-0.03 |
Omega: |
-7.81 |
Rho: |
-0.13 |
Quote data
Open: |
0.930 |
High: |
1.010 |
Low: |
0.930 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.15% |
1 Month |
|
|
+46.15% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.870 |
1M High / 1M Low: |
1.140 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.905 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.919 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |