DZ Bank Put 6 ZIL 20.12.2024
/ DE000DW87WZ1
DZ Bank Put 6 ZIL 20.12.2024/ DE000DW87WZ1 /
2024-06-21 11:06:23 AM |
Chg.+0.05 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
1.08EUR |
+4.85% |
1.08 Bid Size: 15,000 |
1.10 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: |
-5.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.51 |
Historic volatility: |
0.39 |
Parity: |
0.60 |
Time value: |
0.48 |
Break-even: |
4.92 |
Moneyness: |
1.11 |
Premium: |
0.09 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.06 |
Spread %: |
5.88% |
Delta: |
-0.52 |
Theta: |
0.00 |
Omega: |
-2.62 |
Rho: |
-0.02 |
Quote data
Open: |
1.03 |
High: |
1.08 |
Low: |
1.03 |
Previous Close: |
1.03 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.86% |
1 Month |
|
|
+22.73% |
3 Months |
|
|
-18.80% |
YTD |
|
|
-11.48% |
1 Year |
|
|
+42.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.08 |
1.01 |
1M High / 1M Low: |
1.08 |
0.78 |
6M High / 6M Low: |
1.67 |
0.54 |
High (YTD): |
2024-02-08 |
1.67 |
Low (YTD): |
2024-04-09 |
0.54 |
52W High: |
2024-02-08 |
1.67 |
52W Low: |
2024-04-09 |
0.54 |
Avg. price 1W: |
|
1.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.90 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.10 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.12 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
95.77% |
Volatility 6M: |
|
101.00% |
Volatility 1Y: |
|
85.62% |
Volatility 3Y: |
|
- |