DZ Bank Put 140 SBS 17.12.2021/  DE000DFV0C92  /

EUWAX
10/19/2021  6:16:04 PM Chg.-0.12 Bid8:00:06 PM Ask8:00:06 PM Underlying Strike price Expiration date Option type
1.46EUR -7.59% 1.45
Bid Size: 6,000
1.50
Ask Size: 6,000
STRATEC SE NA O.N. 140.00 EUR 12/17/2021 Put

Master data

WKN: DFV0C9
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 EUR
Maturity: 12/17/2021
Issue date: 10/20/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.76
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 1.28
Implied volatility: -
Historic volatility: 0.39
Parity: 1.28
Time value: 0.36
Break-even: 123.60
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 3.66%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.57
High: 1.65
Low: 1.46
Previous Close: 1.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.52%
1 Month  
+31.53%
3 Months
  -35.68%
YTD
  -56.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.30 1.58
1M High / 1M Low: 2.55 1.12
6M High / 6M Low: 3.90 0.85
High (YTD): 3/5/2021 4.08
Low (YTD): 9/2/2021 0.85
52W High: - -
52W Low: - -
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.90
Avg. volume 1M:   0.00
Avg. price 6M:   2.39
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.33%
Volatility 6M:   142.44%
Volatility 1Y:   -
Volatility 3Y:   -