DZ Bank Put 75 ADN1/D 20.12.2024
/ DE000DW0FUS7
DZ Bank Put 75 ADN1/D 20.12.2024/ DE000DW0FUS7 /
05/09/2024 08:07:49 |
Chg.+0.19 |
Bid14:58:13 |
Ask14:58:13 |
Underlying |
Strike price |
Expiration date |
Option type |
1.62EUR |
+13.29% |
1.77 Bid Size: 5,000 |
1.87 Ask Size: 5,000 |
ADESSO SE INH O.N. |
75.00 - |
20/12/2024 |
Put |
Master data
WKN: |
DW0FUS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ADESSO SE INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 - |
Maturity: |
20/12/2024 |
Issue date: |
01/03/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.63 |
Intrinsic value: |
1.63 |
Implied volatility: |
0.57 |
Historic volatility: |
0.38 |
Parity: |
1.63 |
Time value: |
0.18 |
Break-even: |
56.90 |
Moneyness: |
1.28 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.21 |
Spread %: |
13.13% |
Delta: |
-0.73 |
Theta: |
-0.02 |
Omega: |
-2.37 |
Rho: |
-0.18 |
Quote data
Open: |
1.62 |
High: |
1.62 |
Low: |
1.62 |
Previous Close: |
1.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+48.62% |
1 Month |
|
|
+604.35% |
3 Months |
|
|
+440.00% |
YTD |
|
|
+230.61% |
1 Year |
|
|
+165.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.43 |
1.06 |
1M High / 1M Low: |
1.43 |
0.23 |
6M High / 6M Low: |
1.43 |
0.19 |
High (YTD): |
04/09/2024 |
1.43 |
Low (YTD): |
31/07/2024 |
0.19 |
52W High: |
04/09/2024 |
1.43 |
52W Low: |
31/07/2024 |
0.19 |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.59 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
441.99% |
Volatility 6M: |
|
248.47% |
Volatility 1Y: |
|
187.08% |
Volatility 3Y: |
|
- |