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DZ Bank Put 8 SGL 21.06.2024/  DE000DW5E5B0  /

Frankfurt Zert./DZB
5/13/2024  2:35:00 PM Chg.+0.050 Bid5/13/2024 Ask5/13/2024 Underlying Strike price Expiration date Option type
1.220EUR +4.27% 1.220
Bid Size: 12,500		 1.270
Ask Size: 12,500		 SGL CARBON SE O.N. 8.00 - 6/21/2024 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: 6/21/2024
Issue date: 9/9/2022
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -5.26
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 0.71
Historic volatility: 0.27
Parity: 1.06
Time value: 0.26
Break-even: 6.68
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.41
Spread abs.: 0.15
Spread %: 12.82%
Delta: -0.68
Theta: -0.01
Omega: -3.59
Rho: -0.01
 

Quote data

Open: 1.120
High: 1.240
Low: 1.120
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.39%
1 Month  
+12.96%
3 Months
  -42.18%
YTD
  -27.38%
1 Year
  -4.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 1.010
1M High / 1M Low: 1.350 1.010
6M High / 6M Low: 2.220 0.860
High (YTD): 1/22/2024 2.220
Low (YTD): 4/10/2024 0.860
52W High: 10/27/2023 2.400
52W Low: 4/10/2024 0.860
Avg. price 1W:   1.124
Avg. volume 1W:   0.000
Avg. price 1M:   1.164
Avg. volume 1M:   0.000
Avg. price 6M:   1.758
Avg. volume 6M:   0.000
Avg. price 1Y:   1.669
Avg. volume 1Y:   0.000
Volatility 1M:   153.57%
Volatility 6M:   102.87%
Volatility 1Y:   81.88%
Volatility 3Y:   -