DZ Bank Put 1360 AVGO 20.12.2024
/ DE000DQ0XWP0
DZ Bank Put 1360 AVGO 20.12.2024/ DE000DQ0XWP0 /
2024-06-07 9:35:10 PM |
Chg.-0.030 |
Bid9:57:47 PM |
Ask9:57:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
-2.68% |
- Bid Size: - |
- Ask Size: - |
Broadcom Inc |
1,360.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
DQ0XWP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Broadcom Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,360.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-26 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.32 |
Parity: |
-0.43 |
Time value: |
1.11 |
Break-even: |
1,148.08 |
Moneyness: |
0.97 |
Premium: |
0.12 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
1.83% |
Delta: |
-0.37 |
Theta: |
-0.30 |
Omega: |
-4.35 |
Rho: |
-3.17 |
Quote data
Open: |
1.100 |
High: |
1.130 |
Low: |
1.050 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.83% |
1 Month |
|
|
-27.81% |
3 Months |
|
|
-35.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.430 |
1.090 |
1M High / 1M Low: |
1.570 |
1.050 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.236 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.253 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |