DZ Bank Put 1.6 20.12.2024
/ DE000DW877N4
DZ Bank Put 1.6 20.12.2024/ DE000DW877N4 /
| 11/5/2024 9:45:31 AM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SINGULUS TECHNOL. EO... |
1.60 - |
12/20/2024 |
Put |
Master data
| WKN: |
DW877N |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SINGULUS TECHNOL. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.60 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/16/2023 |
| Last trading day: |
11/5/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
2.39 |
| Historic volatility: |
0.70 |
| Parity: |
0.30 |
| Time value: |
0.28 |
| Break-even: |
1.02 |
| Moneyness: |
1.23 |
| Premium: |
0.22 |
| Premium p.a.: |
6.65 |
| Spread abs.: |
0.23 |
| Spread %: |
65.71% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-1.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
-5.88% |
| YTD |
|
|
-21.31% |
| 1 Year |
|
|
-9.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.500 |
0.260 |
| 6M High / 6M Low: |
0.530 |
0.260 |
| High (YTD): |
4/3/2024 |
0.760 |
| Low (YTD): |
10/21/2024 |
0.260 |
| 52W High: |
4/3/2024 |
0.760 |
| 52W Low: |
10/21/2024 |
0.260 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.553 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
227.63% |
| Volatility 6M: |
|
139.77% |
| Volatility 1Y: |
|
131.84% |
| Volatility 3Y: |
|
- |
