DZ Bank Put 1.6 BSD2 17.12.2021/  DE000DFD2SW7  /

EUWAX
10/20/2021  3:53:23 PM Chg.-0.001 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.006EUR -14.29% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 1.60 EUR 12/17/2021 Put

Master data

WKN: DFD2SW
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Put
Strike price: 1.60 EUR
Maturity: 12/17/2021
Issue date: 3/19/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -81.99
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.17
Historic volatility: 0.39
Parity: -1.76
Time value: 0.04
Break-even: 1.56
Moneyness: 0.48
Premium: 0.54
Premium p.a.: 13.91
Spread abs.: 0.04
Spread %: 97.56%
Delta: -0.05
Theta: 0.00
Omega: -4.22
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -57.14%
3 Months
  -72.73%
YTD
  -92.50%
1 Year
  -98.13%
3 Years     -
5 Years     -
1W High / 1W Low: 0.008 0.006
1M High / 1M Low: 0.022 0.001
6M High / 6M Low: 0.034 0.001
High (YTD): 1/28/2021 0.120
Low (YTD): 9/30/2021 0.001
52W High: 10/30/2020 0.340
52W Low: 9/30/2021 0.001
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.015
Avg. volume 6M:   0.000
Avg. price 1Y:   0.053
Avg. volume 1Y:   0.000
Volatility 1M:   3,185.22%
Volatility 6M:   1,895.24%
Volatility 1Y:   1,348.28%
Volatility 3Y:   -