DZ Bank Put 1.6 HDD 20.12.2024/  DE000DW87YZ7  /

EUWAX
6/5/2024  6:12:57 PM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.400EUR -2.44% -
Bid Size: -
-
Ask Size: -
HEIDELBERG.DRUCKMA.O... 1.60 - 12/20/2024 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: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -2.26
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 0.71
Historic volatility: 0.37
Parity: 0.42
Time value: 0.10
Break-even: 1.08
Moneyness: 1.36
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.12
Spread %: 30.00%
Delta: -0.61
Theta: 0.00
Omega: -1.39
Rho: -0.01
 

Quote data

Open: 0.400
High: 0.430
Low: 0.400
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -37.50%
3 Months
  -28.57%
YTD
  -9.09%
1 Year  
+17.65%
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): 4/25/2024 0.720
Low (YTD): 6/3/2024 0.390
52W High: 4/25/2024 0.720
52W Low: 6/13/2023 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:   -