DZ Bank Put 28 F3C 20.12.2024
/ DE000DW9H139
DZ Bank Put 28 F3C 20.12.2024/ DE000DW9H139 /
2024-06-10 11:04:20 AM |
Chg.+0.020 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
+2.70% |
0.760 Bid Size: 150,000 |
0.780 Ask Size: 150,000 |
SFC ENERGY AG |
28.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DW9H13 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SFC ENERGY AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-25 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.69 |
Historic volatility: |
0.39 |
Parity: |
0.58 |
Time value: |
0.22 |
Break-even: |
20.00 |
Moneyness: |
1.26 |
Premium: |
0.10 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.06 |
Spread %: |
8.11% |
Delta: |
-0.57 |
Theta: |
-0.01 |
Omega: |
-1.57 |
Rho: |
-0.11 |
Quote data
Open: |
0.750 |
High: |
0.770 |
Low: |
0.750 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.57% |
1 Month |
|
|
-12.64% |
3 Months |
|
|
-33.33% |
YTD |
|
|
-26.92% |
1 Year |
|
|
-24.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.700 |
1M High / 1M Low: |
0.870 |
0.620 |
6M High / 6M Low: |
1.180 |
0.620 |
High (YTD): |
2024-03-05 |
1.180 |
Low (YTD): |
2024-05-22 |
0.620 |
52W High: |
2023-10-30 |
1.260 |
52W Low: |
2024-05-22 |
0.620 |
Avg. price 1W: |
|
0.746 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.715 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.996 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.000 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
104.68% |
Volatility 6M: |
|
55.02% |
Volatility 1Y: |
|
48.25% |
Volatility 3Y: |
|
- |