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DZ Bank Put 8 PBB 21.06.2024/  DE000DW3SCM5  /

Frankfurt Zert./DZB
2024-05-24  9:34:53 PM Chg.-0.040 Bid9:55:01 PM Ask2024-05-24 Underlying Strike price Expiration date Option type
2.310EUR -1.70% 2.290
Bid Size: 2,000		 -
Ask Size: -		 DT.PFANDBRIEFBK AG 8.00 - 2024-06-21 Put
 

Master data

WKN: DW3SCM
Issuer: DZ Bank AG
Currency: EUR
Underlying: DT.PFANDBRIEFBK AG
Type: Warrant
Option type: Put
Strike price: 8.00 -
Maturity: 2024-06-21
Issue date: 2022-06-30
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -2.29
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 2.26
Implied volatility: 1.41
Historic volatility: 0.40
Parity: 2.26
Time value: 0.26
Break-even: 5.49
Moneyness: 1.39
Premium: 0.04
Premium p.a.: 0.80
Spread abs.: 0.22
Spread %: 9.61%
Delta: -0.75
Theta: -0.01
Omega: -1.71
Rho: -0.01
 

Quote data

Open: 2.370
High: 2.470
Low: 2.300
Previous Close: 2.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.28%
1 Month
  -35.11%
3 Months
  -46.65%
YTD  
+7.44%
1 Year  
+60.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.370 2.310
1M High / 1M Low: 3.610 2.310
6M High / 6M Low: 4.630 2.040
High (YTD): 2024-02-28 4.630
Low (YTD): 2024-01-08 2.160
52W High: 2024-02-28 4.630
52W Low: 2023-08-07 1.290
Avg. price 1W:   2.332
Avg. volume 1W:   0.000
Avg. price 1M:   2.898
Avg. volume 1M:   22.381
Avg. price 6M:   3.116
Avg. volume 6M:   7.581
Avg. price 1Y:   2.434
Avg. volume 1Y:   3.672
Volatility 1M:   66.01%
Volatility 6M:   63.77%
Volatility 1Y:   75.04%
Volatility 3Y:   -