OverviewChartNewsTraderScreen

DZ Bank Put 68 BNR 21.06.2024/  DE000DW7ZMA5  /

Frankfurt Zert./DZB
2024-05-24  9:34:48 PM Chg.+0.060 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.330EUR +22.22% 0.330
Bid Size: 7,500		 0.370
Ask Size: 7,500		 BRENNTAG SE NA O.N. 68.00 - 2024-06-21 Put
 

Master data

WKN: DW7ZMA
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 2024-06-21
Issue date: 2022-11-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.59
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.29
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.29
Time value: 0.08
Break-even: 64.30
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 12.12%
Delta: -0.69
Theta: -0.03
Omega: -12.11
Rho: -0.04
 

Quote data

Open: 0.290
High: 0.370
Low: 0.290
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+120.00%
1 Month  
+266.67%
3 Months  
+725.00%
YTD  
+266.67%
1 Year
  -36.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.150
1M High / 1M Low: 0.330 0.030
6M High / 6M Low: 0.330 0.020
High (YTD): 2024-05-24 0.330
Low (YTD): 2024-03-01 0.020
52W High: 2023-08-04 0.680
52W Low: 2024-03-01 0.020
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   0.286
Avg. volume 1Y:   0.000
Volatility 1M:   597.09%
Volatility 6M:   341.68%
Volatility 1Y:   253.69%
Volatility 3Y:   -