OverviewChartNewsTraderScreen

DZ Bank Put 6 ZIL 20.12.2024/  DE000DW87WZ1  /

Frankfurt Zert./DZB
2024-07-04  9:34:50 PM Chg.-0.110 Bid9:55:00 PM Ask9:55:00 PM Underlying Strike price Expiration date Option type
1.050EUR -9.48% 1.050
Bid Size: 1,500		 1.110
Ask Size: 1,500		 ELRINGKLINGER AG 6.00 - 2024-12-20 Put
 

Master data

WKN: DW87WZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELRINGKLINGER 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: -4.37
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.89
Implied volatility: 0.48
Historic volatility: 0.39
Parity: 0.89
Time value: 0.28
Break-even: 4.83
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 5.41%
Delta: -0.61
Theta: 0.00
Omega: -2.67
Rho: -0.02
 

Quote data

Open: 1.150
High: 1.150
Low: 1.050
Previous Close: 1.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+34.62%
3 Months  
+75.00%
YTD
  -14.63%
1 Year  
+43.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.150
1M High / 1M Low: 1.250 0.780
6M High / 6M Low: 1.670 0.530
High (YTD): 2024-02-09 1.670
Low (YTD): 2024-04-09 0.530
52W High: 2024-02-09 1.670
52W Low: 2024-04-09 0.530
Avg. price 1W:   1.184
Avg. volume 1W:   0.000
Avg. price 1M:   1.017
Avg. volume 1M:   0.000
Avg. price 6M:   1.094
Avg. volume 6M:   0.000
Avg. price 1Y:   1.135
Avg. volume 1Y:   78.125
Volatility 1M:   76.15%
Volatility 6M:   105.49%
Volatility 1Y:   89.99%
Volatility 3Y:   -