DZ Bank Put 1.6 HDD 20.12.2024/  DE000DW87YZ7  /

EUWAX
13/05/2024  18:13:20 Chg.-0.020 Bid19:59:01 Ask19:59:01 Underlying Strike price Expiration date Option type
0.590EUR -3.28% 0.580
Bid Size: 7,500
0.690
Ask Size: 7,500
HEIDELBERG.DRUCKMA.O... 1.60 - 20/12/2024 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: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
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
  -7.81%
1 Month  
+5.36%
3 Months  
+7.27%
YTD  
+34.09%
1 Year  
+78.79%
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): 25/04/2024 0.720
Low (YTD): 02/01/2024 0.430
52W High: 25/04/2024 0.720
52W Low: 23/05/2023 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:   -