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DZ Bank Put 68 HEI 20.12.2024/  DE000DDZ27E5  /

Frankfurt Zert./DZB
2024-05-21  12:04:45 PM Chg.+0.020 Bid2024-05-21 Ask2024-05-21 Underlying Strike price Expiration date Option type
0.120EUR +20.00% 0.120
Bid Size: 50,000		 0.130
Ask Size: 50,000		 HEIDELBERG MATERIALS... 68.00 - 2024-12-20 Put
 

Master data

WKN: DDZ27E
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 2024-12-20
Issue date: 2023-03-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -54.61
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.23
Parity: -3.03
Time value: 0.18
Break-even: 66.20
Moneyness: 0.69
Premium: 0.33
Premium p.a.: 0.62
Spread abs.: 0.08
Spread %: 80.00%
Delta: -0.10
Theta: -0.01
Omega: -5.28
Rho: -0.07
 

Quote data

Open: 0.080
High: 0.120
Low: 0.080
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -33.33%
3 Months
  -36.84%
YTD
  -65.71%
1 Year
  -84.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: 0.620 0.090
High (YTD): 2024-01-03 0.380
Low (YTD): 2024-05-09 0.090
52W High: 2023-05-31 0.900
52W Low: 2024-05-09 0.090
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.464
Avg. volume 1Y:   0.000
Volatility 1M:   248.56%
Volatility 6M:   154.26%
Volatility 1Y:   125.83%
Volatility 3Y:   -