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DZ Bank Put 190 PEP 21.06.2024/  DE000DW7F020  /

Frankfurt Zert./DZB
11/06/2024  11:05:01 Chg.-0.030 Bid11:19:34 Ask11:19:34 Underlying Strike price Expiration date Option type
2.210EUR -1.34% 2.200
Bid Size: 3,000		 2.260
Ask Size: 3,000		 PepsiCo Inc 190.00 USD 21/06/2024 Put
 

Master data

WKN: DW7F02
Issuer: DZ Bank AG
Currency: EUR
Underlying: PepsiCo Inc
Type: Warrant
Option type: Put
Strike price: 190.00 USD
Maturity: 21/06/2024
Issue date: 09/11/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.79
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 2.24
Implied volatility: 0.56
Historic volatility: 0.15
Parity: 2.24
Time value: 0.03
Break-even: 153.82
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.89%
Delta: -0.92
Theta: -0.09
Omega: -6.26
Rho: -0.05
 

Quote data

Open: 2.260
High: 2.260
Low: 2.200
Previous Close: 2.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+37.27%
1 Month  
+123.23%
3 Months
  -5.96%
YTD  
+15.71%
1 Year  
+67.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.240 1.610
1M High / 1M Low: 2.240 0.780
6M High / 6M Low: 2.600 0.780
High (YTD): 05/03/2024 2.600
Low (YTD): 16/05/2024 0.780
52W High: 12/10/2023 3.060
52W Low: 16/05/2024 0.780
Avg. price 1W:   1.784
Avg. volume 1W:   0.000
Avg. price 1M:   1.366
Avg. volume 1M:   0.000
Avg. price 6M:   1.823
Avg. volume 6M:   0.000
Avg. price 1Y:   1.767
Avg. volume 1Y:   29.412
Volatility 1M:   254.73%
Volatility 6M:   160.87%
Volatility 1Y:   138.21%
Volatility 3Y:   -