DZ Bank Put 2 HDD 20.12.2024
/ DE000DW9SW71
DZ Bank Put 2 HDD 20.12.2024/ DE000DW9SW71 /
24/05/2024 18:11:56 |
Chg.0.000 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
HEIDELBERG.DRUCKMA.O... |
2.00 - |
20/12/2024 |
Put |
Master data
WKN: |
DW9SW7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
HEIDELBERG.DRUCKMA.O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2.00 - |
Maturity: |
20/12/2024 |
Issue date: |
03/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.93 |
Historic volatility: |
0.37 |
Parity: |
0.89 |
Time value: |
0.08 |
Break-even: |
1.03 |
Moneyness: |
1.81 |
Premium: |
0.07 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.15 |
Spread %: |
18.29% |
Delta: |
-0.67 |
Theta: |
0.00 |
Omega: |
-0.77 |
Rho: |
-0.01 |
Quote data
Open: |
0.850 |
High: |
0.890 |
Low: |
0.850 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.39% |
1 Month |
|
|
-22.02% |
3 Months |
|
|
-8.60% |
YTD |
|
|
+8.97% |
1 Year |
|
|
+46.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.830 |
1M High / 1M Low: |
1.090 |
0.770 |
6M High / 6M Low: |
1.090 |
0.730 |
High (YTD): |
26/04/2024 |
1.090 |
Low (YTD): |
02/01/2024 |
0.760 |
52W High: |
26/04/2024 |
1.090 |
52W Low: |
13/06/2023 |
0.560 |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.959 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.897 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.802 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
62.38% |
Volatility 6M: |
|
40.59% |
Volatility 1Y: |
|
38.77% |
Volatility 3Y: |
|
- |