DZ Bank Put 6 SGL 20.12.2024
/ DE000DW876U1
DZ Bank Put 6 SGL 20.12.2024/ DE000DW876U1 /
| 2024-10-31 12:05:02 PM |
Chg.+0.060 |
Bid9:58:06 PM |
Ask2024-10-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+4.32% |
-
Bid Size: - |
-
Ask Size: - |
SGL CARBON SE O.N. |
6.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DW876U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-16 |
| Last trading day: |
2024-10-31 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.29 |
| Parity: |
1.10 |
| Time value: |
0.48 |
| Break-even: |
4.43 |
| Moneyness: |
1.22 |
| Premium: |
0.10 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.16 |
| Spread %: |
11.35% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-1.85 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.390 |
| High: |
1.540 |
| Low: |
1.390 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+61.11% |
| 3 Months |
|
|
+229.55% |
| YTD |
|
|
+98.63% |
| 1 Year |
|
|
+54.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.450 |
0.690 |
| 6M High / 6M Low: |
1.450 |
0.200 |
| High (YTD): |
2024-10-31 |
1.450 |
| Low (YTD): |
2024-06-07 |
0.200 |
| 52W High: |
2024-10-31 |
1.450 |
| 52W Low: |
2024-06-07 |
0.200 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.958 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.647 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
156.24% |
| Volatility 6M: |
|
159.66% |
| Volatility 1Y: |
|
127.58% |
| Volatility 3Y: |
|
- |
