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DZ Bank Put 125 ADN1/D 20.12.2024/  DE000DW0FUU3  /

Frankfurt Zert./DZB
2024-05-31  9:35:13 PM Chg.+0.020 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
3.140EUR +0.64% 3.130
Bid Size: 500		 3.250
Ask Size: 500		 ADESSO SE INH O.N. 125.00 - 2024-12-20 Put
 

Master data

WKN: DW0FUU
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADESSO SE INH O.N.
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 2024-12-20
Issue date: 2023-03-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.05
Leverage: Yes

Calculated values

Fair value: 2.75
Intrinsic value: 2.65
Implied volatility: 0.55
Historic volatility: 0.37
Parity: 2.65
Time value: 0.58
Break-even: 92.70
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.12
Spread %: 3.86%
Delta: -0.63
Theta: -0.03
Omega: -1.91
Rho: -0.52
 

Quote data

Open: 3.120
High: 3.360
Low: 3.120
Previous Close: 3.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.27%
1 Month  
+22.66%
3 Months  
+24.60%
YTD  
+15.87%
1 Year  
+5.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.270 3.040
1M High / 1M Low: 3.590 2.600
6M High / 6M Low: 3.960 2.310
High (YTD): 2024-02-07 3.960
Low (YTD): 2024-03-07 2.310
52W High: 2023-10-26 4.410
52W Low: 2023-06-16 2.200
Avg. price 1W:   3.162
Avg. volume 1W:   0.000
Avg. price 1M:   3.098
Avg. volume 1M:   0.000
Avg. price 6M:   3.063
Avg. volume 6M:   0.000
Avg. price 1Y:   3.015
Avg. volume 1Y:   0.000
Volatility 1M:   79.62%
Volatility 6M:   79.72%
Volatility 1Y:   77.17%
Volatility 3Y:   -