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DZ Bank Put 6 ZIL 20.12.2024/  DE000DW87WZ1  /

Frankfurt Zert./DZB
25/07/2024  17:04:44 Chg.-0.060 Bid17:12:45 Ask17:12:45 Underlying Strike price Expiration date Option type
1.340EUR -4.29% 1.310
Bid Size: 15,000		 1.330
Ask Size: 15,000		 ELRINGKLINGER AG 6.00 - 20/12/2024 Put
 

Master data

WKN: DW87WZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELRINGKLINGER 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: -3.28
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.25
Implied volatility: 0.54
Historic volatility: 0.39
Parity: 1.25
Time value: 0.20
Break-even: 4.55
Moneyness: 1.26
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 4.32%
Delta: -0.68
Theta: 0.00
Omega: -2.22
Rho: -0.02
 

Quote data

Open: 1.430
High: 1.480
Low: 1.340
Previous Close: 1.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.94%
1 Month  
+26.42%
3 Months  
+83.56%
YTD  
+8.94%
1 Year  
+65.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.230
1M High / 1M Low: 1.400 1.050
6M High / 6M Low: 1.670 0.530
High (YTD): 09/02/2024 1.670
Low (YTD): 09/04/2024 0.530
52W High: 09/02/2024 1.670
52W Low: 09/04/2024 0.530
Avg. price 1W:   1.310
Avg. volume 1W:   0.000
Avg. price 1M:   1.198
Avg. volume 1M:   0.000
Avg. price 6M:   1.075
Avg. volume 6M:   0.000
Avg. price 1Y:   1.163
Avg. volume 1Y:   78.125
Volatility 1M:   84.38%
Volatility 6M:   107.65%
Volatility 1Y:   91.39%
Volatility 3Y:   -