DZ Bank Put 6 PBB 20.12.2024
/ DE000DW87VT6
DZ Bank Put 6 PBB 20.12.2024/ DE000DW87VT6 /
| 02/10/2024 18:34:38 |
Chg.-0.020 |
Bid02/10/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-2.82% |
0.690
Bid Size: 7,000 |
-
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: |
-9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.43 |
| Parity: |
0.11 |
| Time value: |
0.54 |
| Break-even: |
5.36 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-4.28 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.700 |
| High: |
0.750 |
| Low: |
0.690 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-47.33% |
| 3 Months |
|
|
-51.06% |
| YTD |
|
|
-28.87% |
| 1 Year |
|
|
-11.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.640 |
| 1M High / 1M Low: |
1.370 |
0.640 |
| 6M High / 6M Low: |
2.230 |
0.640 |
| High (YTD): |
28/02/2024 |
3.040 |
| Low (YTD): |
30/09/2024 |
0.640 |
| 52W High: |
28/02/2024 |
3.040 |
| 52W Low: |
30/09/2024 |
0.640 |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.423 |
| Avg. volume 6M: |
|
60 |
| Avg. price 1Y: |
|
1.456 |
| Avg. volume 1Y: |
|
60.938 |
| Volatility 1M: |
|
154.93% |
| Volatility 6M: |
|
94.48% |
| Volatility 1Y: |
|
103.45% |
| Volatility 3Y: |
|
- |
