DZ Bank Put 5 DEZ 20.12.2024/  DE000DJ33WX7  /

EUWAX
2024-11-05  1:09:21 PM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.05EUR - -
Bid Size: -
-
Ask Size: -
DEUTZ AG O.N. 5.00 - 2024-12-20 Put
 

Master data

WKN: DJ33WX
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Put
Strike price: 5.00 -
Maturity: 2024-12-20
Issue date: 2023-07-14
Last trading day: 2024-11-05
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -3.98
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.82
Implied volatility: 0.95
Historic volatility: 0.42
Parity: 0.82
Time value: 0.23
Break-even: 3.95
Moneyness: 1.20
Premium: 0.05
Premium p.a.: 0.67
Spread abs.: 0.07
Spread %: 7.14%
Delta: -0.66
Theta: -0.01
Omega: -2.64
Rho: 0.00
 

Quote data

Open: 1.03
High: 1.05
Low: 1.02
Previous Close: 1.04
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+12.90%
3 Months  
+41.89%
YTD  
+40.00%
1 Year
  -13.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.05 1.05
1M High / 1M Low: 1.05 0.85
6M High / 6M Low: 1.05 0.28
High (YTD): 2024-11-05 1.05
Low (YTD): 2024-07-01 0.28
52W High: 2023-11-13 1.22
52W Low: 2024-07-01 0.28
Avg. price 1W:   1.05
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   0.60
Avg. volume 6M:   0.00
Avg. price 1Y:   0.61
Avg. volume 1Y:   0.00
Volatility 1M:   43.64%
Volatility 6M:   156.40%
Volatility 1Y:   158.10%
Volatility 3Y:   -