DZ Bank Put 1.6 HDD 20.12.2024/  DE000DW87YZ7  /

EUWAX
5/23/2024  6:13:09 PM Chg.-0.010 Bid7:59:02 PM Ask7:59:02 PM Underlying Strike price Expiration date Option type
0.480EUR -2.04% 0.470
Bid Size: 7,500
0.580
Ask Size: 7,500
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: -1.78
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.52
Implied volatility: 0.80
Historic volatility: 0.37
Parity: 0.52
Time value: 0.09
Break-even: 0.99
Moneyness: 1.48
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.12
Spread %: 24.49%
Delta: -0.62
Theta: 0.00
Omega: -1.10
Rho: -0.01
 

Quote data

Open: 0.490
High: 0.520
Low: 0.480
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -26.15%
3 Months
  -11.11%
YTD  
+9.09%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.400
1M High / 1M Low: 0.720 0.400
6M High / 6M Low: 0.720 0.400
High (YTD): 4/25/2024 0.720
Low (YTD): 5/17/2024 0.400
52W High: 4/25/2024 0.720
52W Low: 5/23/2023 0.320
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.596
Avg. volume 1M:   0.000
Avg. price 6M:   0.526
Avg. volume 6M:   0.000
Avg. price 1Y:   0.466
Avg. volume 1Y:   0.000
Volatility 1M:   107.66%
Volatility 6M:   66.83%
Volatility 1Y:   58.16%
Volatility 3Y:   -