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DZ Bank Put 1.6 HDD 20.12.2024/  DE000DW87YZ7  /

EUWAX
2024-06-20  6:12:41 PM Chg.-0.020 Bid8:21:48 PM Ask8:21:48 PM Underlying Strike price Expiration date Option type
0.350EUR -5.41% 0.350
Bid Size: 7,500		 0.430
Ask Size: 7,500		 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: -2.68
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.37
Implied volatility: 0.65
Historic volatility: 0.38
Parity: 0.37
Time value: 0.09
Break-even: 1.14
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.09
Spread %: 24.32%
Delta: -0.62
Theta: 0.00
Omega: -1.65
Rho: -0.01
 

Quote data

Open: 0.380
High: 0.380
Low: 0.350
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.90%
1 Month
  -23.91%
3 Months
  -38.60%
YTD
  -20.45%
1 Year
  -7.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.270
1M High / 1M Low: 0.500 0.270
6M High / 6M Low: 0.720 0.270
High (YTD): 2024-04-25 0.720
Low (YTD): 2024-06-17 0.270
52W High: 2024-04-25 0.720
52W Low: 2024-06-17 0.270
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   0.470
Avg. volume 1Y:   0.000
Volatility 1M:   135.57%
Volatility 6M:   81.77%
Volatility 1Y:   67.86%
Volatility 3Y:   -