DZ Bank Put 6 PBB 20.12.2024
/ DE000DW87VT6
DZ Bank Put 6 PBB 20.12.2024/ DE000DW87VT6 /
| 2024-07-25 11:06:30 AM |
Chg.+0.10 |
Bid11:13:21 AM |
Ask11:13:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+7.58% |
1.43
Bid Size: 20,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
6.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-01-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.41 |
| Parity: |
0.73 |
| Time value: |
0.59 |
| Break-even: |
4.69 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-2.09 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.33 |
| High: |
1.42 |
| Low: |
1.33 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.48% |
| 1 Month |
|
|
-0.70% |
| 3 Months |
|
|
-35.45% |
| YTD |
|
|
+44.90% |
| 1 Year |
|
|
+79.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.08 |
| 1M High / 1M Low: |
1.56 |
1.08 |
| 6M High / 6M Low: |
3.06 |
1.08 |
| High (YTD): |
2024-02-28 |
3.06 |
| Low (YTD): |
2024-01-09 |
0.96 |
| 52W High: |
2024-02-28 |
3.06 |
| 52W Low: |
2023-09-20 |
0.65 |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
7.87 |
| Avg. price 1Y: |
|
1.37 |
| Avg. volume 1Y: |
|
11.14 |
| Volatility 1M: |
|
104.48% |
| Volatility 6M: |
|
95.97% |
| Volatility 1Y: |
|
95.72% |
| Volatility 3Y: |
|
- |
