DZ Bank Put 20 GFT 20.12.2024
/ DE000DW87YD4
DZ Bank Put 20 GFT 20.12.2024/ DE000DW87YD4 /
30/08/2024 18:12:43 |
Chg.-0.020 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
-18.18% |
- Bid Size: - |
- Ask Size: - |
GFT TECHNOLOGIES SE |
20.00 - |
20/12/2024 |
Put |
Master data
WKN: |
DW87YD |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
GFT TECHNOLOGIES SE |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-17.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.33 |
Parity: |
-0.15 |
Time value: |
0.12 |
Break-even: |
18.80 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.03 |
Spread %: |
33.33% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-5.71 |
Rho: |
-0.02 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.090 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
+12.50% |
3 Months |
|
|
+47.54% |
YTD |
|
|
-10.00% |
1 Year |
|
|
-62.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.090 |
1M High / 1M Low: |
0.140 |
0.080 |
6M High / 6M Low: |
0.140 |
0.049 |
High (YTD): |
13/08/2024 |
0.140 |
Low (YTD): |
05/06/2024 |
0.049 |
52W High: |
21/09/2023 |
0.260 |
52W Low: |
05/06/2024 |
0.049 |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.113 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.082 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.111 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
187.95% |
Volatility 6M: |
|
149.37% |
Volatility 1Y: |
|
127.80% |
Volatility 3Y: |
|
- |