DZ Bank Put 120 SQU 21.06.2024
/ DE000DQ0XVC0
DZ Bank Put 120 SQU 21.06.2024/ DE000DQ0XVC0 /
| 2024-05-02 9:14:47 AM |
Chg.+0.040 |
Bid9:34:11 PM |
Ask9:34:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+4.35% |
0.950
Bid Size: 14,000 |
1.030
Ask Size: 14,000 |
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: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.94% |
| 1 Month |
|
|
+60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.820 |
| 1M High / 1M Low: |
1.140 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.911 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
