DZ Bank Put 2 HDD 20.12.2024
/ DE000DW9SW71
DZ Bank Put 2 HDD 20.12.2024/ DE000DW9SW71 /
2024-05-16 3:04:30 PM |
Chg.-0.050 |
Bid3:24:43 PM |
Ask3:24:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-5.43% |
0.870 Bid Size: 30,000 |
0.920 Ask Size: 30,000 |
HEIDELBERG.DRUCKMA.O... |
2.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DW9SW7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
HEIDELBERG.DRUCKMA.O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-03 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-0.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.99 |
Implied volatility: |
1.09 |
Historic volatility: |
0.35 |
Parity: |
0.99 |
Time value: |
0.09 |
Break-even: |
0.92 |
Moneyness: |
1.97 |
Premium: |
0.09 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.15 |
Spread %: |
16.13% |
Delta: |
-0.64 |
Theta: |
0.00 |
Omega: |
-0.60 |
Rho: |
-0.01 |
Quote data
Open: |
0.910 |
High: |
0.960 |
Low: |
0.870 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.35% |
1 Month |
|
|
-12.12% |
3 Months |
|
|
-7.45% |
YTD |
|
|
+11.54% |
1 Year |
|
|
+52.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.920 |
1M High / 1M Low: |
1.080 |
0.920 |
6M High / 6M Low: |
1.080 |
0.690 |
High (YTD): |
2024-04-25 |
1.080 |
Low (YTD): |
2024-01-02 |
0.760 |
52W High: |
2024-04-25 |
1.080 |
52W Low: |
2023-05-19 |
0.550 |
Avg. price 1W: |
|
0.982 |
Avg. volume 1W: |
|
96 |
Avg. price 1M: |
|
1.022 |
Avg. volume 1M: |
|
22.857 |
Avg. price 6M: |
|
0.887 |
Avg. volume 6M: |
|
165.161 |
Avg. price 1Y: |
|
0.792 |
Avg. volume 1Y: |
|
80 |
Volatility 1M: |
|
34.05% |
Volatility 6M: |
|
35.73% |
Volatility 1Y: |
|
36.48% |
Volatility 3Y: |
|
- |