DZ Bank Put 8 SGL 21.06.2024
/ DE000DW5E5B0
DZ Bank Put 8 SGL 21.06.2024/ DE000DW5E5B0 /
| 5/13/2024 6:12:07 PM |
Chg.-0.04 |
Bid7:59:00 PM |
Ask7:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-3.39% |
1.13
Bid Size: 3,125 |
1.27
Ask Size: 3,125 |
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: |
1.17 |
| High: |
1.23 |
| Low: |
1.14 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.39% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
-45.97% |
| YTD |
|
|
-32.14% |
| 1 Year |
|
|
-11.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.01 |
| 1M High / 1M Low: |
1.36 |
1.01 |
| 6M High / 6M Low: |
2.22 |
0.86 |
| High (YTD): |
1/22/2024 |
2.22 |
| Low (YTD): |
4/10/2024 |
0.86 |
| 52W High: |
10/26/2023 |
2.40 |
| 52W Low: |
4/10/2024 |
0.86 |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
141.64% |
| Volatility 6M: |
|
100.61% |
| Volatility 1Y: |
|
79.73% |
| Volatility 3Y: |
|
- |
