DZ Bank Put 8 SGL 20.12.2024
/ DE000DJ4W458
DZ Bank Put 8 SGL 20.12.2024/ DE000DJ4W458 /
| 06/06/2024 13:05:15 |
Chg.-0.21 |
Bid13:08:44 |
Ask13:08:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-17.65% |
0.97
Bid Size: 12,500 |
1.00
Ask Size: 12,500 |
SGL CARBON SE O.N. |
8.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ4W45 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
0.76 |
| Time value: |
0.53 |
| Break-even: |
6.71 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
7.50% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-3.01 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
0.98 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.41% |
| 1 Month |
|
|
-34.67% |
| 3 Months |
|
|
-54.84% |
| YTD |
|
|
-48.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.19 |
| 1M High / 1M Low: |
1.50 |
1.19 |
| 6M High / 6M Low: |
2.39 |
1.19 |
| High (YTD): |
22/01/2024 |
2.39 |
| Low (YTD): |
05/06/2024 |
1.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.22% |
| Volatility 6M: |
|
69.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
