DZ Bank Put 1.6 BSD2 16.12.2022/  DE000DFZ8P25  /

Frankfurt Zert./DZB
1/21/2022  8:35:06 PM Chg.+0.005 Bid9:58:10 PM Ask9:58:10 PM Underlying Strike price Expiration date Option type
0.036EUR +16.13% 0.036
Bid Size: 2,000
0.096
Ask Size: 2,000
BCO SANTANDER N.EO0,... 1.60 EUR 12/16/2022 Put

Master data

WKN: DFZ8P2
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Put
Strike price: 1.60 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -32.11
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.29
Parity: -1.48
Time value: 0.10
Break-even: 1.50
Moneyness: 0.52
Premium: 0.51
Premium p.a.: 0.58
Spread abs.: 0.06
Spread %: 62.50%
Delta: -0.22
Theta: 0.00
Omega: -6.94
Rho: -0.01
 

Quote data

Open: 0.047
High: 0.053
Low: 0.035
Previous Close: 0.031
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month
  -33.33%
3 Months
  -10.00%
YTD
  -35.71%
1 Year
  -81.05%
3 Years     -
5 Years     -
1W High / 1W Low: 0.036 0.030
1M High / 1M Low: 0.056 0.029
6M High / 6M Low: 0.090 0.029
High (YTD): 1/3/2022 0.040
Low (YTD): 1/12/2022 0.029
52W High: 2/1/2021 0.210
52W Low: 1/12/2022 0.029
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.079
Avg. volume 1Y:   0.000
Volatility 1M:   216.05%
Volatility 6M:   203.17%
Volatility 1Y:   170.22%
Volatility 3Y:   -