DZ Bank Put 8 SGL 21.06.2024
/ DE000DW5E5B0
DZ Bank Put 8 SGL 21.06.2024/ DE000DW5E5B0 /
15/05/2024 21:34:56 |
Chg.-0.080 |
Bid21:58:09 |
Ask21:58:09 |
Underlying |
Strike price |
Expiration date |
Option type |
1.000EUR |
-7.41% |
1.000 Bid Size: 1,250 |
1.120 Ask Size: 1,250 |
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: |
-5.48 |
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: |
0.990 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.99% |
1 Month |
|
|
-17.36% |
3 Months |
|
|
-47.09% |
YTD |
|
|
-40.48% |
1 Year |
|
|
-24.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
1.000 |
1M High / 1M Low: |
1.350 |
1.000 |
6M High / 6M Low: |
2.220 |
0.860 |
High (YTD): |
22/01/2024 |
2.220 |
Low (YTD): |
10/04/2024 |
0.860 |
52W High: |
27/10/2023 |
2.400 |
52W Low: |
10/04/2024 |
0.860 |
Avg. price 1W: |
|
1.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.736 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.663 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
146.69% |
Volatility 6M: |
|
103.34% |
Volatility 1Y: |
|
82.06% |
Volatility 3Y: |
|
- |