DZ Bank Put 140 WCH 21.06.2024
/ DE000DW3QVL1
DZ Bank Put 140 WCH 21.06.2024/ DE000DW3QVL1 /
| 2024-05-31 9:35:18 PM |
Chg.+0.060 |
Bid9:59:33 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
+1.56% |
3.850
Bid Size: 3,500 |
-
Ask Size: - |
WACKER CHEMIE ... |
140.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DW3QVL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
WACKER CHEMIE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.34 |
| Parity: |
3.81 |
| Time value: |
0.09 |
| Break-even: |
101.00 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
1.30% |
| Delta: |
-0.89 |
| Theta: |
-0.10 |
| Omega: |
-2.32 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.860 |
| High: |
3.990 |
| Low: |
3.860 |
| Previous Close: |
3.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.76% |
| 1 Month |
|
|
-4.65% |
| 3 Months |
|
|
+2.63% |
| YTD |
|
|
+27.04% |
| 1 Year |
|
|
+34.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.010 |
3.510 |
| 1M High / 1M Low: |
4.180 |
3.510 |
| 6M High / 6M Low: |
5.230 |
2.760 |
| High (YTD): |
2024-01-17 |
5.230 |
| Low (YTD): |
2024-04-08 |
2.760 |
| 52W High: |
2024-01-17 |
5.230 |
| 52W Low: |
2023-09-15 |
1.890 |
| Avg. price 1W: |
|
3.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.839 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.235 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
86.06% |
| Volatility 6M: |
|
89.12% |
| Volatility 1Y: |
|
89.02% |
| Volatility 3Y: |
|
- |
