DZ Bank Put 980 ASME 20.09.2024
/ DE000DQ1F4W4
DZ Bank Put 980 ASME 20.09.2024/ DE000DQ1F4W4 /
2024-05-24 6:05:02 PM |
Chg.-1.060 |
Bid6:31:33 PM |
Ask6:31:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.080EUR |
-8.07% |
11.890 Bid Size: 600 |
12.090 Ask Size: 600 |
ASML HOLDING EO -... |
980.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
DQ1F4W |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
980.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.80 |
Intrinsic value: |
10.36 |
Implied volatility: |
0.38 |
Historic volatility: |
0.29 |
Parity: |
10.36 |
Time value: |
3.02 |
Break-even: |
846.20 |
Moneyness: |
1.12 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.20 |
Spread %: |
1.52% |
Delta: |
-0.64 |
Theta: |
-0.23 |
Omega: |
-4.17 |
Rho: |
-2.25 |
Quote data
Open: |
13.030 |
High: |
13.300 |
Low: |
12.070 |
Previous Close: |
13.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.41% |
1 Month |
|
|
-25.20% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.280 |
13.140 |
1M High / 1M Low: |
17.820 |
13.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
14.800 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |