DZ Bank Put 1.6 HDD 20.12.2024/  DE000DW87YZ7  /

Frankfurt Zert./DZB
2024-10-22  3:04:39 PM Chg.+0.060 Bid9:55:02 PM Ask2024-10-22 Underlying Strike price Expiration date Option type
0.630EUR +10.53% -
Bid Size: -
-
Ask Size: -
HEIDELBERG.DRUCKMA.O... 1.60 - 2024-12-20 Put
 

Master data

WKN: DW87YZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG.DRUCKMA.O.N.
Type: Warrant
Option type: Put
Strike price: 1.60 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-10-23
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -1.40
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.65
Implied volatility: 1.27
Historic volatility: 0.40
Parity: 0.65
Time value: 0.03
Break-even: 0.92
Moneyness: 1.68
Premium: 0.03
Premium p.a.: 0.28
Spread abs.: 0.10
Spread %: 17.24%
Delta: -0.80
Theta: 0.00
Omega: -1.13
Rho: 0.00
 

Quote data

Open: 0.580
High: 0.630
Low: 0.580
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+21.15%
3 Months  
+43.18%
YTD  
+43.18%
1 Year  
+26.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.630 0.520
6M High / 6M Low: 0.650 0.270
High (YTD): 2024-04-25 0.710
Low (YTD): 2024-06-17 0.270
52W High: 2024-04-25 0.710
52W Low: 2024-06-17 0.270
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.486
Avg. volume 6M:   0.000
Avg. price 1Y:   0.495
Avg. volume 1Y:   0.000
Volatility 1M:   54.71%
Volatility 6M:   93.72%
Volatility 1Y:   77.67%
Volatility 3Y:   -