DZ Bank Put 6 KCO 20.12.2024
/ DE000DW87002
DZ Bank Put 6 KCO 20.12.2024/ DE000DW87002 /
16/07/2024 13:06:33 |
Chg.+0.140 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+16.47% |
0.990 Bid Size: 30,000 |
1.060 Ask Size: 30,000 |
KLOECKNER + CO SE NA... |
6.00 - |
20/12/2024 |
Put |
Master data
WKN: |
DW8700 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
KLOECKNER + CO SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
6.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.38 |
Historic volatility: |
0.30 |
Parity: |
0.76 |
Time value: |
0.19 |
Break-even: |
5.05 |
Moneyness: |
1.15 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.12 |
Spread %: |
14.46% |
Delta: |
-0.64 |
Theta: |
0.00 |
Omega: |
-3.52 |
Rho: |
-0.02 |
Quote data
Open: |
0.860 |
High: |
1.000 |
Low: |
0.860 |
Previous Close: |
0.850 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
+80.00% |
3 Months |
|
|
+120.00% |
YTD |
|
|
+86.79% |
1 Year |
|
|
+371.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.770 |
1M High / 1M Low: |
0.870 |
0.560 |
6M High / 6M Low: |
0.870 |
0.340 |
High (YTD): |
12/07/2024 |
0.870 |
Low (YTD): |
12/04/2024 |
0.340 |
52W High: |
30/10/2023 |
1.360 |
52W Low: |
27/07/2023 |
0.160 |
Avg. price 1W: |
|
0.834 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.467 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.500 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
94.29% |
Volatility 6M: |
|
113.46% |
Volatility 1Y: |
|
145.70% |
Volatility 3Y: |
|
- |