OverviewChartNewsTraderScreen

DZ Bank Put 36 SHL 20.12.2024/  DE000DW877L8  /

Frankfurt Zert./DZB
7/9/2024  5:04:19 PM Chg.+0.011 Bid7/9/2024 Ask7/9/2024 Underlying Strike price Expiration date Option type
0.018EUR +157.14% 0.018
Bid Size: 150,000		 0.038
Ask Size: 150,000		 SIEMENS HEALTH.AG NA... 36.00 - 12/20/2024 Put
 

Master data

WKN: DW877L
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 36.00 -
Maturity: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -113.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.20
Parity: -1.74
Time value: 0.05
Break-even: 35.53
Moneyness: 0.67
Premium: 0.33
Premium p.a.: 0.90
Spread abs.: 0.04
Spread %: 571.43%
Delta: -0.06
Theta: -0.01
Omega: -6.98
Rho: -0.02
 

Quote data

Open: 0.007
High: 0.018
Low: 0.007
Previous Close: 0.007
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month  
+157.14%
3 Months  
+800.00%
YTD
  -71.88%
1 Year
  -83.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.006
1M High / 1M Low: 0.011 0.005
6M High / 6M Low: 0.051 0.001
High (YTD): 1/3/2024 0.058
Low (YTD): 6/4/2024 0.001
52W High: 9/21/2023 0.160
52W Low: 6/4/2024 0.001
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.011
Avg. volume 6M:   0.000
Avg. price 1Y:   0.060
Avg. volume 1Y:   0.000
Volatility 1M:   373.71%
Volatility 6M:   1,786.93%
Volatility 1Y:   1,275.94%
Volatility 3Y:   -