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DZ Bank Put 36 SHL 20.12.2024/  DE000DW877L8  /

EUWAX
2024-11-15  8:22:42 AM Chg.+0.001 Bid9:44:34 AM Ask9:44:34 AM Underlying Strike price Expiration date Option type
0.003EUR +50.00% 0.002
Bid Size: 150,000		 0.022
Ask Size: 150,000		 SIEMENS HEALTH.AG NA... 36.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -209.08
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.21
Parity: -1.42
Time value: 0.02
Break-even: 35.76
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 12.93
Spread abs.: 0.02
Spread %: 500.00%
Delta: -0.05
Theta: -0.02
Omega: -10.21
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.00%
3 Months
  -40.00%
YTD
  -93.62%
1 Year
  -97.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.021 0.001
High (YTD): 2024-01-03 0.058
Low (YTD): 2024-11-11 0.001
52W High: 2023-11-16 0.100
52W Low: 2024-11-11 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.007
Avg. volume 6M:   0.000
Avg. price 1Y:   0.018
Avg. volume 1Y:   0.000
Volatility 1M:   1,154.45%
Volatility 6M:   4,227.70%
Volatility 1Y:   6,740.85%
Volatility 3Y:   -