DZ Bank Put 6 ZIL 20.12.2024
/ DE000DW87WZ1
DZ Bank Put 6 ZIL 20.12.2024/ DE000DW87WZ1 /
| 2024-09-26 8:17:54 AM |
Chg.-0.03 |
Bid9:20:10 AM |
Ask9:20:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-1.69% |
1.73
Bid Size: 15,000 |
1.76
Ask Size: 15,000 |
ELRINGKLINGER AG |
6.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DW87WZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.40 |
| Parity: |
1.76 |
| Time value: |
0.16 |
| Break-even: |
4.08 |
| Moneyness: |
1.42 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
8.47% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-1.65 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.11% |
| 1 Month |
|
|
-3.31% |
| 3 Months |
|
|
+49.57% |
| YTD |
|
|
+43.44% |
| 1 Year |
|
|
+45.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.41 |
| 1M High / 1M Low: |
2.14 |
1.41 |
| 6M High / 6M Low: |
2.14 |
0.54 |
| High (YTD): |
2024-09-06 |
2.14 |
| Low (YTD): |
2024-04-09 |
0.54 |
| 52W High: |
2024-09-06 |
2.14 |
| 52W Low: |
2024-04-09 |
0.54 |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
115.52% |
| Volatility 6M: |
|
105.16% |
| Volatility 1Y: |
|
92.11% |
| Volatility 3Y: |
|
- |
