OverviewChartNewsTraderScreen

DZ Bank Put 20 EVK 20.12.2024/  DE000DW87XH7  /

EUWAX
2024-07-30  2:07:04 PM Chg.0.000 Bid2:07:04 PM Ask2:07:04 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.170
Bid Size: 150,000		 0.180
Ask Size: 150,000		 EVONIK INDUSTRIES NA... 20.00 - 2024-12-20 Put
 

Master data

WKN: DW87XH
Issuer: DZ Bank AG
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.42
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.12
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 0.12
Time value: 0.08
Break-even: 18.00
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 17.65%
Delta: -0.55
Theta: 0.00
Omega: -5.21
Rho: -0.05
 

Quote data

Open: 0.170
High: 0.170
Low: 0.160
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -19.05%
YTD
  -39.29%
1 Year
  -45.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.160
1M High / 1M Low: 0.190 0.140
6M High / 6M Low: 0.390 0.130
High (YTD): 2024-03-14 0.390
Low (YTD): 2024-05-14 0.130
52W High: 2023-10-25 0.470
52W Low: 2024-05-14 0.130
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.296
Avg. volume 1Y:   0.000
Volatility 1M:   136.24%
Volatility 6M:   111.86%
Volatility 1Y:   95.19%
Volatility 3Y:   -