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DZ Bank Put 68 BNR 20.12.2024/  DE000DW87TQ6  /

Frankfurt Zert./DZB
6/7/2024  7:34:46 PM Chg.-0.020 Bid6/7/2024 Ask6/7/2024 Underlying Strike price Expiration date Option type
0.560EUR -3.45% 0.560
Bid Size: 20,000		 0.600
Ask Size: 20,000		 BRENNTAG SE NA O.N. 68.00 - 12/20/2024 Put
 

Master data

WKN: DW87TQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.45
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.32
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.32
Time value: 0.30
Break-even: 61.80
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 6.90%
Delta: -0.52
Theta: -0.01
Omega: -5.42
Rho: -0.21
 

Quote data

Open: 0.550
High: 0.590
Low: 0.540
Previous Close: 0.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+86.67%
3 Months  
+194.74%
YTD  
+154.55%
1 Year
  -13.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.490
1M High / 1M Low: 0.580 0.250
6M High / 6M Low: 0.580 0.130
High (YTD): 6/6/2024 0.580
Low (YTD): 3/1/2024 0.130
52W High: 8/4/2023 0.850
52W Low: 3/1/2024 0.130
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   224.85%
Volatility 6M:   146.62%
Volatility 1Y:   121.36%
Volatility 3Y:   -