DZ Bank Put 20 GFT 20.12.2024/  DE000DW87YD4  /

EUWAX
9/13/2024  6:12:34 PM Chg.-0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% -
Bid Size: -
-
Ask Size: -
GFT TECHNOLOGIES SE 20.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -19.64
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.33
Parity: -0.16
Time value: 0.11
Break-even: 18.90
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.56
Spread abs.: 0.03
Spread %: 37.50%
Delta: -0.31
Theta: -0.01
Omega: -6.09
Rho: -0.02
 

Quote data

Open: 0.090
High: 0.090
Low: 0.086
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -30.77%
3 Months  
+38.46%
YTD
  -10.00%
1 Year
  -64.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.130 0.090
6M High / 6M Low: 0.140 0.049
High (YTD): 8/13/2024 0.140
Low (YTD): 6/5/2024 0.049
52W High: 9/21/2023 0.260
52W Low: 6/5/2024 0.049
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   0.106
Avg. volume 1Y:   0.000
Volatility 1M:   162.05%
Volatility 6M:   145.21%
Volatility 1Y:   131.53%
Volatility 3Y:   -