DZ Bank Put 6 ZIL 20.12.2024
/ DE000DW87WZ1
DZ Bank Put 6 ZIL 20.12.2024/ DE000DW87WZ1 /
| 10/4/2024 9:34:47 PM |
Chg.-0.080 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
-4.10% |
-
Bid Size: - |
-
Ask Size: - |
ELRINGKLINGER AG |
6.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
DW87WZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.41 |
| Parity: |
1.90 |
| Time value: |
0.19 |
| Break-even: |
3.91 |
| Moneyness: |
1.46 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.15 |
| Spread %: |
7.73% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-1.45 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.910 |
| High: |
1.990 |
| Low: |
1.870 |
| Previous Close: |
1.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.65% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
+78.10% |
| YTD |
|
|
+52.03% |
| 1 Year |
|
|
+47.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.690 |
| 1M High / 1M Low: |
2.130 |
1.410 |
| 6M High / 6M Low: |
2.130 |
0.530 |
| High (YTD): |
9/9/2024 |
2.130 |
| Low (YTD): |
4/9/2024 |
0.530 |
| 52W High: |
9/9/2024 |
2.130 |
| 52W Low: |
4/9/2024 |
0.530 |
| Avg. price 1W: |
|
1.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.843 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.280 |
| Avg. volume 1Y: |
|
78.125 |
| Volatility 1M: |
|
114.29% |
| Volatility 6M: |
|
104.75% |
| Volatility 1Y: |
|
97.14% |
| Volatility 3Y: |
|
- |
