DZ Bank Put 150 SBS 17.12.2021/  DE000DFW14Z0  /

EUWAX
10/21/2021  6:12:09 PM Chg.-0.12 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
2.02EUR -5.61% -
Bid Size: -
-
Ask Size: -
STRATEC SE NA O.N. 150.00 EUR 12/17/2021 Put

Master data

WKN: DFW14Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 150.00 EUR
Maturity: 12/17/2021
Issue date: 11/6/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.48
Leverage: Yes

Calculated values

Fair value: 3.39
Intrinsic value: 1.96
Implied volatility: -
Historic volatility: 0.39
Parity: 1.96
Time value: 0.42
Break-even: 126.20
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.23
Spread abs.: 0.09
Spread %: 3.78%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.15
High: 2.15
Low: 1.87
Previous Close: 2.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.89%
1 Month  
+14.12%
3 Months
  -40.24%
YTD
  -50.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.53 2.14
1M High / 1M Low: 3.48 1.77
6M High / 6M Low: 4.85 1.36
High (YTD): 3/5/2021 4.94
Low (YTD): 9/2/2021 1.36
52W High: - -
52W Low: - -
Avg. price 1W:   2.38
Avg. volume 1W:   0.00
Avg. price 1M:   2.74
Avg. volume 1M:   0.00
Avg. price 6M:   3.17
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.75%
Volatility 6M:   120.42%
Volatility 1Y:   -
Volatility 3Y:   -