DZ Bank Put 55 AZ2 20.12.2024/  DE000DJ7N8W4  /

EUWAX
15/10/2024  09:09:00 Chg.+0.003 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.056EUR +5.66% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 55.00 EUR 20/12/2024 Put
 

Master data

WKN: DJ7N8W
Issuer: DZ Bank AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 55.00 EUR
Maturity: 20/12/2024
Issue date: 15/12/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -83.85
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.71
Time value: 0.07
Break-even: 54.26
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.92
Spread abs.: 0.03
Spread %: 68.18%
Delta: -0.16
Theta: -0.01
Omega: -13.24
Rho: -0.02
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.23%
1 Month
  -44.00%
3 Months
  -81.33%
YTD
  -88.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.043
1M High / 1M Low: 0.100 0.043
6M High / 6M Low: 0.550 0.043
High (YTD): 04/01/2024 0.580
Low (YTD): 09/10/2024 0.043
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.258
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.39%
Volatility 6M:   181.36%
Volatility 1Y:   -
Volatility 3Y:   -