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DZ Bank Put 400 SRT3 20.12.2024/  DE000DW876P1  /

EUWAX
2024-06-18  6:12:52 PM Chg.-0.35 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
15.66EUR -2.19% -
Bid Size: -		 -
Ask Size: -		 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: -1.51
Leverage: Yes

Calculated values

Fair value: 15.91
Intrinsic value: 15.91
Implied volatility: 0.59
Historic volatility: 0.44
Parity: 15.91
Time value: 0.06
Break-even: 240.30
Moneyness: 1.66
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 0.50%
Delta: -0.83
Theta: -0.03
Omega: -1.25
Rho: -1.82
 

Quote data

Open: 15.86
High: 15.86
Low: 15.66
Previous Close: 16.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.19%
1 Month  
+17.48%
3 Months  
+113.93%
YTD  
+66.60%
1 Year  
+85.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.01 15.03
1M High / 1M Low: 16.39 13.16
6M High / 6M Low: 16.39 6.09
High (YTD): 2024-06-04 16.39
Low (YTD): 2024-03-22 6.09
52W High: 2023-10-30 18.45
52W Low: 2024-03-22 6.09
Avg. price 1W:   15.62
Avg. volume 1W:   0.00
Avg. price 1M:   15.14
Avg. volume 1M:   0.00
Avg. price 6M:   10.31
Avg. volume 6M:   0.00
Avg. price 1Y:   10.62
Avg. volume 1Y:   0.00
Volatility 1M:   47.26%
Volatility 6M:   96.10%
Volatility 1Y:   90.83%
Volatility 3Y:   -