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DZ Bank Put 8 SGL 21.06.2024/  DE000DW5E5B0  /

Frankfurt Zert./DZB
2024-05-15  12:35:27 PM Chg.+0.010 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
1.090EUR +0.93% 1.090
Bid Size: 12,500		 1.130
Ask Size: 12,500		 SGL CARBON SE O.N. 8.00 - 2024-06-21 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: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -5.48
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 0.74
Historic volatility: 0.27
Parity: 0.99
Time value: 0.29
Break-even: 6.72
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.49
Spread abs.: 0.15
Spread %: 13.27%
Delta: -0.67
Theta: -0.01
Omega: -3.65
Rho: -0.01
 

Quote data

Open: 1.070
High: 1.130
Low: 1.070
Previous Close: 1.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.91%
1 Month
  -2.68%
3 Months
  -42.93%
YTD
  -35.12%
1 Year
  -16.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 1.010
1M High / 1M Low: 1.350 1.010
6M High / 6M Low: 2.220 0.860
High (YTD): 2024-01-22 2.220
Low (YTD): 2024-04-10 0.860
52W High: 2023-10-27 2.400
52W Low: 2024-04-10 0.860
Avg. price 1W:   1.098
Avg. volume 1W:   0.000
Avg. price 1M:   1.159
Avg. volume 1M:   0.000
Avg. price 6M:   1.743
Avg. volume 6M:   0.000
Avg. price 1Y:   1.664
Avg. volume 1Y:   0.000
Volatility 1M:   147.31%
Volatility 6M:   103.00%
Volatility 1Y:   81.75%
Volatility 3Y:   -