DZ Bank Put 1.6 HDD 20.12.2024
/ DE000DW87YZ7
DZ Bank Put 1.6 HDD 20.12.2024/ DE000DW87YZ7 /
2024-05-13 1:06:08 PM |
Chg.+0.010 |
Bid2024-05-13 |
Ask2024-05-13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+1.64% |
0.620 Bid Size: 30,000 |
0.660 Ask Size: 30,000 |
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: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.92 |
Historic volatility: |
0.35 |
Parity: |
0.63 |
Time value: |
0.09 |
Break-even: |
0.88 |
Moneyness: |
1.65 |
Premium: |
0.09 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.12 |
Spread %: |
20.00% |
Delta: |
-0.62 |
Theta: |
0.00 |
Omega: |
-0.84 |
Rho: |
-0.01 |
Quote data
Open: |
0.590 |
High: |
0.620 |
Low: |
0.590 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.13% |
1 Month |
|
|
+10.71% |
3 Months |
|
|
+12.73% |
YTD |
|
|
+40.91% |
1 Year |
|
|
+87.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.610 |
1M High / 1M Low: |
0.720 |
0.560 |
6M High / 6M Low: |
0.720 |
0.370 |
High (YTD): |
2024-04-25 |
0.720 |
Low (YTD): |
2024-01-02 |
0.430 |
52W High: |
2024-04-25 |
0.720 |
52W Low: |
2023-05-23 |
0.320 |
Avg. price 1W: |
|
0.634 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.643 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.519 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.462 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
61.33% |
Volatility 6M: |
|
57.77% |
Volatility 1Y: |
|
51.34% |
Volatility 3Y: |
|
- |