DZ Bank Put 6 SGL 20.12.2024
/ DE000DW876U1
DZ Bank Put 6 SGL 20.12.2024/ DE000DW876U1 /
| 10/31/2024 12:05:02 PM |
Chg.+0.060 |
Bid9:58:06 PM |
Ask10/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+4.32% |
-
Bid Size: - |
-
Ask Size: - |
SGL CARBON SE O.N. |
6.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/16/2023 |
| Last trading day: |
10/31/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.30 |
| Parity: |
1.34 |
| Time value: |
0.23 |
| Break-even: |
4.43 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.16 |
| Spread %: |
11.35% |
| Delta: |
-0.71 |
| Theta: |
-0.01 |
| Omega: |
-2.10 |
| 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 |
|
|
+52.63% |
| 3 Months |
|
|
+222.22% |
| YTD |
|
|
+98.63% |
| 1 Year |
|
|
+51.04% |
| 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): |
10/31/2024 |
1.450 |
| Low (YTD): |
6/7/2024 |
0.200 |
| 52W High: |
10/31/2024 |
1.450 |
| 52W Low: |
6/7/2024 |
0.200 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.964 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.645 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
171.34% |
| Volatility 6M: |
|
157.38% |
| Volatility 1Y: |
|
128.05% |
| Volatility 3Y: |
|
- |
