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DZ Bank Put 35.9055 BYW6 21.06.20.../  DE000DW3H942  /

EUWAX
2024-05-24  6:09:58 PM Chg.0.00 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.31EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BAYWA AG VINK.NA. O.... 35.9055 - 2024-06-21 Put
 

Master data

WKN: DW3H94
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAYWA AG VINK.NA. O.N.
Type: Warrant
Option type: Put
Strike price: 35.91 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 9.97:1
Exercise type: American
Quanto: -
Gearing: -1.69
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.30
Implied volatility: 1.41
Historic volatility: 0.28
Parity: 1.30
Time value: 0.06
Break-even: 22.35
Moneyness: 1.57
Premium: 0.02
Premium p.a.: 0.38
Spread abs.: 0.06
Spread %: 4.62%
Delta: -0.83
Theta: -0.04
Omega: -1.41
Rho: -0.02
 

Quote data

Open: 1.31
High: 1.33
Low: 1.31
Previous Close: 1.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -4.38%
3 Months  
+72.37%
YTD  
+125.86%
1 Year  
+336.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.31
1M High / 1M Low: 1.37 1.24
6M High / 6M Low: 1.40 0.52
High (YTD): 2024-04-19 1.40
Low (YTD): 2024-01-10 0.52
52W High: 2024-04-19 1.40
52W Low: 2023-08-02 0.21
Avg. price 1W:   1.32
Avg. volume 1W:   200
Avg. price 1M:   1.31
Avg. volume 1M:   50
Avg. price 6M:   0.91
Avg. volume 6M:   40.32
Avg. price 1Y:   0.65
Avg. volume 1Y:   35.69
Volatility 1M:   31.61%
Volatility 6M:   95.34%
Volatility 1Y:   107.84%
Volatility 3Y:   -