DZ Bank Put 8 SGL 21.06.2024
/ DE000DW5E5B0
DZ Bank Put 8 SGL 21.06.2024/ DE000DW5E5B0 /
5/13/2024 8:16:31 AM |
Chg.-0.01 |
Bid8:16:45 AM |
Ask8:16:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.17EUR |
-0.85% |
1.17 Bid Size: 4,375 |
1.29 Ask Size: 4,375 |
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: |
0.69 |
Historic volatility: |
0.27 |
Parity: |
1.06 |
Time value: |
0.26 |
Break-even: |
6.68 |
Moneyness: |
1.15 |
Premium: |
0.04 |
Premium p.a.: |
0.39 |
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: |
1.17 |
Low: |
1.17 |
Previous Close: |
1.18 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.85% |
1 Month |
|
|
+10.38% |
3 Months |
|
|
-44.55% |
YTD |
|
|
-30.36% |
1 Year |
|
|
-9.30% |
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: |
|
- |