DZ Bank Put 6 PBB 20.12.2024
/ DE000DW87VT6
DZ Bank Put 6 PBB 20.12.2024/ DE000DW87VT6 /
23/08/2024 21:34:31 |
Chg.-0.110 |
Bid21:55:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.420EUR |
-7.19% |
1.420 Bid Size: 2,000 |
- Ask Size: - |
DT.PFANDBRIEFBK AG |
6.00 - |
20/12/2024 |
Put |
Master data
WKN: |
DW87VT |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DT.PFANDBRIEFBK AG |
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: |
-3.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.72 |
Historic volatility: |
0.41 |
Parity: |
0.99 |
Time value: |
0.43 |
Break-even: |
4.58 |
Moneyness: |
1.20 |
Premium: |
0.09 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.58 |
Theta: |
0.00 |
Omega: |
-2.05 |
Rho: |
-0.01 |
Quote data
Open: |
1.500 |
High: |
1.530 |
Low: |
1.420 |
Previous Close: |
1.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.97% |
1 Month |
|
|
+2.16% |
3 Months |
|
|
+13.60% |
YTD |
|
|
+46.39% |
1 Year |
|
|
+91.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.550 |
1.420 |
1M High / 1M Low: |
1.610 |
1.330 |
6M High / 6M Low: |
3.040 |
1.070 |
High (YTD): |
28/02/2024 |
3.040 |
Low (YTD): |
09/01/2024 |
0.960 |
52W High: |
28/02/2024 |
3.040 |
52W Low: |
20/09/2023 |
0.660 |
Avg. price 1W: |
|
1.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.484 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.750 |
Avg. volume 6M: |
|
61.417 |
Avg. price 1Y: |
|
1.430 |
Avg. volume 1Y: |
|
61.176 |
Volatility 1M: |
|
67.65% |
Volatility 6M: |
|
77.01% |
Volatility 1Y: |
|
94.34% |
Volatility 3Y: |
|
- |