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DZ Bank Put 400 SRT3 20.12.2024/  DE000DW876P1  /

EUWAX
2024-06-25  6:12:49 PM Chg.+0.51 Bid6:38:54 PM Ask6:38:54 PM Underlying Strike price Expiration date Option type
18.11EUR +2.90% 18.04
Bid Size: 10,000		 18.12
Ask Size: 10,000		 SARTORIUS AG VZO O.N... 400.00 - 2024-12-20 Put
 

Master data

WKN: DW876P
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.26
Leverage: Yes

Calculated values

Fair value: 17.52
Intrinsic value: 17.52
Implied volatility: 0.72
Historic volatility: 0.46
Parity: 17.52
Time value: 0.29
Break-even: 221.90
Moneyness: 1.78
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.08
Spread %: 0.45%
Delta: -0.80
Theta: -0.05
Omega: -1.02
Rho: -1.75
 

Quote data

Open: 17.68
High: 18.33
Low: 17.68
Previous Close: 17.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.65%
1 Month  
+22.86%
3 Months  
+175.23%
YTD  
+92.66%
1 Year  
+67.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.98 15.66
1M High / 1M Low: 18.98 14.71
6M High / 6M Low: 18.98 6.09
High (YTD): 2024-06-19 18.98
Low (YTD): 2024-03-22 6.09
52W High: 2024-06-19 18.98
52W Low: 2024-03-22 6.09
Avg. price 1W:   17.68
Avg. volume 1W:   0.00
Avg. price 1M:   16.07
Avg. volume 1M:   0.00
Avg. price 6M:   10.66
Avg. volume 6M:   0.00
Avg. price 1Y:   10.75
Avg. volume 1Y:   0.00
Volatility 1M:   89.15%
Volatility 6M:   100.58%
Volatility 1Y:   92.89%
Volatility 3Y:   -