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DZ Bank Put 6 ZIL 20.12.2024/  DE000DW87WZ1  /

Frankfurt Zert./DZB
30/08/2024  10:04:22 Chg.+0.130 Bid10:07:38 Ask10:07:38 Underlying Strike price Expiration date Option type
1.900EUR +7.34% 1.910
Bid Size: 15,000		 1.940
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: -2.32
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.69
Implied volatility: 0.72
Historic volatility: 0.38
Parity: 1.69
Time value: 0.17
Break-even: 4.14
Moneyness: 1.39
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.09
Spread %: 5.08%
Delta: -0.73
Theta: 0.00
Omega: -1.69
Rho: -0.02
 

Quote data

Open: 1.770
High: 1.900
Low: 1.770
Previous Close: 1.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.43%
1 Month  
+37.68%
3 Months  
+128.92%
YTD  
+54.47%
1 Year  
+54.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.850 1.690
1M High / 1M Low: 1.850 1.370
6M High / 6M Low: 1.850 0.530
High (YTD): 28/08/2024 1.850
Low (YTD): 09/04/2024 0.530
52W High: 28/08/2024 1.850
52W Low: 09/04/2024 0.530
Avg. price 1W:   1.776
Avg. volume 1W:   0.000
Avg. price 1M:   1.682
Avg. volume 1M:   0.000
Avg. price 6M:   1.122
Avg. volume 6M:   0.000
Avg. price 1Y:   1.218
Avg. volume 1Y:   78.125
Volatility 1M:   96.99%
Volatility 6M:   107.48%
Volatility 1Y:   93.46%
Volatility 3Y:   -