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: |
|
- |
