DZ Bank Put 2 HDD 20.12.2024
/ DE000DW9SW71
DZ Bank Put 2 HDD 20.12.2024/ DE000DW9SW71 /
2024-06-05 8:17:06 AM |
Chg.-0.010 |
Bid9:03:01 AM |
Ask9:03:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-1.25% |
0.820 Bid Size: 30,000 |
0.860 Ask Size: 30,000 |
HEIDELBERG.DRUCKMA.O... |
2.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-02-03 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.88 |
Historic volatility: |
0.37 |
Parity: |
0.81 |
Time value: |
0.08 |
Break-even: |
1.11 |
Moneyness: |
1.68 |
Premium: |
0.07 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.12 |
Spread %: |
15.58% |
Delta: |
-0.67 |
Theta: |
0.00 |
Omega: |
-0.90 |
Rho: |
-0.01 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-24.04% |
3 Months |
|
|
-16.84% |
YTD |
|
|
+1.28% |
1 Year |
|
|
+38.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.780 |
1M High / 1M Low: |
1.030 |
0.770 |
6M High / 6M Low: |
1.090 |
0.730 |
High (YTD): |
2024-04-26 |
1.090 |
Low (YTD): |
2024-01-02 |
0.760 |
52W High: |
2024-04-26 |
1.090 |
52W Low: |
2023-06-13 |
0.560 |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.882 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.899 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.808 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
71.13% |
Volatility 6M: |
|
43.07% |
Volatility 1Y: |
|
40.06% |
Volatility 3Y: |
|
- |