DZ Bank Put 8 SGL 21.06.2024
/ DE000DW5E5B0
DZ Bank Put 8 SGL 21.06.2024/ DE000DW5E5B0 /
| 27/05/2024 17:05:46 |
Chg.-0.07 |
Bid18:45:11 |
Ask18:45:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
-6.14% |
-
Bid Size: - |
-
Ask Size: - |
SGL CARBON SE O.N. |
8.00 - |
21/06/2024 |
Put |
Master data
| WKN: |
DW5E5B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/09/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.27 |
| Parity: |
1.00 |
| Time value: |
0.24 |
| Break-even: |
6.76 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.16 |
| Spread %: |
14.81% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-3.92 |
| Rho: |
0.00 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.04 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.83% |
| 1 Month |
|
|
-6.96% |
| 3 Months |
|
|
-44.56% |
| YTD |
|
|
-36.31% |
| 1 Year |
|
|
-17.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.09 |
| 1M High / 1M Low: |
1.36 |
1.01 |
| 6M High / 6M Low: |
2.22 |
0.86 |
| High (YTD): |
22/01/2024 |
2.22 |
| Low (YTD): |
10/04/2024 |
0.86 |
| 52W High: |
26/10/2023 |
2.40 |
| 52W Low: |
10/04/2024 |
0.86 |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
124.83% |
| Volatility 6M: |
|
101.81% |
| Volatility 1Y: |
|
80.76% |
| Volatility 3Y: |
|
- |
