DZ Bank Put 6 ZIL 20.12.2024
/ DE000DW87WZ1
DZ Bank Put 6 ZIL 20.12.2024/ DE000DW87WZ1 /
| 8/30/2024 8:19:52 AM |
Chg.-0.03 |
Bid10:07:38 AM |
Ask10:07:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-1.67% |
1.91
Bid Size: 15,000 |
1.94
Ask Size: 15,000 |
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: |
-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: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.57% |
| 1 Month |
|
|
+28.26% |
| 3 Months |
|
|
+110.71% |
| YTD |
|
|
+45.08% |
| 1 Year |
|
|
+43.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.76 |
| 1M High / 1M Low: |
1.87 |
1.37 |
| 6M High / 6M Low: |
1.87 |
0.54 |
| High (YTD): |
8/28/2024 |
1.87 |
| Low (YTD): |
4/9/2024 |
0.54 |
| 52W High: |
8/28/2024 |
1.87 |
| 52W Low: |
4/9/2024 |
0.54 |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.22 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
66.10% |
| Volatility 6M: |
|
99.93% |
| Volatility 1Y: |
|
87.79% |
| Volatility 3Y: |
|
- |
