DZ Bank Put 18 GLJ 20.12.2024/  DE000DW87YJ1  /

EUWAX
13/09/2024  18:12:34 Chg.-0.002 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.011EUR -15.38% -
Bid Size: -
-
Ask Size: -
GRENKE AG NA O.N. 18.00 - 20/12/2024 Put
 

Master data

WKN: DW87YJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRENKE AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 18.00 -
Maturity: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.54
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.35
Parity: -0.45
Time value: 0.07
Break-even: 17.35
Moneyness: 0.80
Premium: 0.23
Premium p.a.: 1.16
Spread abs.: 0.06
Spread %: 1,200.00%
Delta: -0.17
Theta: -0.01
Omega: -5.83
Rho: -0.01
 

Quote data

Open: 0.013
High: 0.026
Low: 0.011
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.17%
1 Month  
+1000.00%
3 Months
  -81.67%
YTD
  -82.81%
1 Year
  -87.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.011
1M High / 1M Low: 0.024 0.001
6M High / 6M Low: 0.060 0.001
High (YTD): 30/01/2024 0.070
Low (YTD): 05/09/2024 0.001
52W High: 18/10/2023 0.180
52W Low: 05/09/2024 0.001
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   0.056
Avg. volume 1Y:   0.000
Volatility 1M:   7,765.14%
Volatility 6M:   3,214.22%
Volatility 1Y:   2,280.25%
Volatility 3Y:   -