DZ Bank Put 100 SQU 20.12.2024
/ DE000DW879S9
DZ Bank Put 100 SQU 20.12.2024/ DE000DW879S9 /
2024-09-06 9:34:52 PM |
Chg.+0.030 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+15.79% |
0.220 Bid Size: 2,000 |
0.270 Ask Size: 2,000 |
VINCI S.A. INH. EO... |
100.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DW879S |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-40.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.17 |
Parity: |
-0.91 |
Time value: |
0.27 |
Break-even: |
97.30 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.05 |
Spread %: |
22.73% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-9.86 |
Rho: |
-0.08 |
Quote data
Open: |
0.220 |
High: |
0.230 |
Low: |
0.210 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-12.00% |
YTD |
|
|
-51.11% |
1 Year |
|
|
-74.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.190 |
1M High / 1M Low: |
0.460 |
0.190 |
6M High / 6M Low: |
0.730 |
0.160 |
High (YTD): |
2024-06-14 |
0.730 |
Low (YTD): |
2024-05-31 |
0.160 |
52W High: |
2023-10-19 |
1.030 |
52W Low: |
2024-05-31 |
0.160 |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.306 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.327 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.438 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
161.76% |
Volatility 6M: |
|
218.61% |
Volatility 1Y: |
|
169.57% |
Volatility 3Y: |
|
- |