OverviewChartNewsTraderScreen

DZ Bank Put 1.6 HDD 20.12.2024/  DE000DW87YZ7  /

EUWAX
06/06/2024  08:33:51 Chg.-0.010 Bid09:44:29 Ask09:44:29 Underlying Strike price Expiration date Option type
0.390EUR -2.50% 0.420
Bid Size: 30,000		 0.460
Ask Size: 30,000		 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: -2.35
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.40
Implied volatility: 0.72
Historic volatility: 0.37
Parity: 0.40
Time value: 0.11
Break-even: 1.09
Moneyness: 1.34
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.12
Spread %: 30.77%
Delta: -0.60
Theta: 0.00
Omega: -1.40
Rho: -0.01
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month
  -39.06%
3 Months
  -30.36%
YTD
  -11.36%
1 Year  
+14.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.390
1M High / 1M Low: 0.640 0.390
6M High / 6M Low: 0.720 0.390
High (YTD): 25/04/2024 0.720
Low (YTD): 03/06/2024 0.390
52W High: 25/04/2024 0.720
52W Low: 13/06/2023 0.330
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   0.470
Avg. volume 1Y:   0.000
Volatility 1M:   115.96%
Volatility 6M:   71.62%
Volatility 1Y:   60.59%
Volatility 3Y:   -