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DZ Bank Put 6 DEZ 20.12.2024/  DE000DDZ26T5  /

Frankfurt Zert./DZB
2024-09-20  9:34:49 PM Chg.+0.170 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
1.530EUR +12.50% 1.520
Bid Size: 2,000		 1.670
Ask Size: 2,000		 DEUTZ AG O.N. 6.00 - 2024-12-20 Put
 

Master data

WKN: DDZ26T
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Put
Strike price: 6.00 -
Maturity: 2024-12-20
Issue date: 2023-03-01
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -2.68
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.53
Implied volatility: 0.68
Historic volatility: 0.40
Parity: 1.53
Time value: 0.14
Break-even: 4.33
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.15
Spread %: 9.87%
Delta: -0.75
Theta: 0.00
Omega: -2.01
Rho: -0.01
 

Quote data

Open: 1.370
High: 1.550
Low: 1.370
Previous Close: 1.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.38%
1 Month  
+14.18%
3 Months  
+27.50%
YTD  
+3.38%
1 Year
  -21.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.360
1M High / 1M Low: 1.590 1.310
6M High / 6M Low: 1.590 0.620
High (YTD): 2024-01-17 1.780
Low (YTD): 2024-07-01 0.620
52W High: 2023-10-25 2.420
52W Low: 2024-07-01 0.620
Avg. price 1W:   1.446
Avg. volume 1W:   0.000
Avg. price 1M:   1.437
Avg. volume 1M:   0.000
Avg. price 6M:   1.073
Avg. volume 6M:   12.752
Avg. price 1Y:   1.322
Avg. volume 1Y:   6.426
Volatility 1M:   78.08%
Volatility 6M:   121.75%
Volatility 1Y:   119.44%
Volatility 3Y:   -