DZ Bank Put 18 GLJ 20.12.2024/  DE000DW87YJ1  /

Frankfurt Zert./DZB
9/13/2024  9:34:54 PM Chg.-0.003 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.008EUR -27.27% 0.005
Bid Size: 4,000
0.065
Ask Size: 4,000
GRENKE AG NA O.N. 18.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -33.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.35
Parity: -0.39
Time value: 0.07
Break-even: 17.34
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 1.02
Spread abs.: 0.06
Spread %: 1,000.00%
Delta: -0.18
Theta: -0.01
Omega: -6.06
Rho: -0.01
 

Quote data

Open: 0.013
High: 0.027
Low: 0.007
Previous Close: 0.011
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month  
+700.00%
3 Months
  -86.67%
YTD
  -87.30%
1 Year
  -91.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.008
1M High / 1M Low: 0.018 0.001
6M High / 6M Low: 0.060 0.001
High (YTD): 1/30/2024 0.070
Low (YTD): 9/5/2024 0.001
52W High: 10/27/2023 0.170
52W Low: 9/5/2024 0.001
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.054
Avg. volume 1Y:   0.000
Volatility 1M:   5,743.32%
Volatility 6M:   2,362.17%
Volatility 1Y:   1,676.84%
Volatility 3Y:   -