DZ Bank Put 1.6 HDD 20.12.2024/  DE000DW87YZ7  /

EUWAX
2024-05-16  6:13:35 PM Chg.-0.100 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
0.450EUR -18.18% 0.450
Bid Size: 10,500
0.550
Ask Size: 10,500
HEIDELBERG.DRUCKMA.O... 1.60 - 2024-12-20 Put
 

Master data

WKN: DW87YZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG.DRUCKMA.O.N.
Type: Warrant
Option type: Put
Strike price: 1.60 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -1.51
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.59
Implied volatility: 0.84
Historic volatility: 0.35
Parity: 0.59
Time value: 0.08
Break-even: 0.93
Moneyness: 1.58
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.12
Spread %: 21.82%
Delta: -0.63
Theta: 0.00
Omega: -0.96
Rho: -0.01
 

Quote data

Open: 0.530
High: 0.540
Low: 0.450
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.69%
1 Month
  -27.42%
3 Months
  -21.05%
YTD  
+2.27%
1 Year  
+36.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.550
1M High / 1M Low: 0.720 0.550
6M High / 6M Low: 0.720 0.380
High (YTD): 2024-04-25 0.720
Low (YTD): 2024-01-02 0.430
52W High: 2024-04-25 0.720
52W Low: 2023-05-23 0.320
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.637
Avg. volume 1M:   0.000
Avg. price 6M:   0.524
Avg. volume 6M:   0.000
Avg. price 1Y:   0.464
Avg. volume 1Y:   0.000
Volatility 1M:   49.43%
Volatility 6M:   55.57%
Volatility 1Y:   51.57%
Volatility 3Y:   -