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DZ Bank Put 360 SRT3 20.12.2024/  DE000DW876N6  /

EUWAX
2024-05-27  6:13:06 PM Chg.-0.02 Bid8:01:08 PM Ask8:01:08 PM Underlying Strike price Expiration date Option type
11.00EUR -0.18% 10.96
Bid Size: 6,000		 11.08
Ask Size: 6,000		 SARTORIUS AG VZO O.N... 360.00 - 2024-12-20 Put
 

Master data

WKN: DW876N
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 360.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.26
Leverage: Yes

Calculated values

Fair value: 10.88
Intrinsic value: 10.70
Implied volatility: 0.51
Historic volatility: 0.46
Parity: 10.70
Time value: 0.47
Break-even: 248.30
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.12
Spread %: 1.09%
Delta: -0.75
Theta: -0.04
Omega: -1.69
Rho: -1.70
 

Quote data

Open: 11.06
High: 11.10
Low: 11.00
Previous Close: 11.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.75%
1 Month  
+33.33%
3 Months  
+89.98%
YTD  
+61.76%
1 Year  
+36.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.02 9.58
1M High / 1M Low: 11.02 8.00
6M High / 6M Low: 11.02 4.13
High (YTD): 2024-05-24 11.02
Low (YTD): 2024-03-22 4.13
52W High: 2023-10-30 14.64
52W Low: 2024-03-22 4.13
Avg. price 1W:   10.12
Avg. volume 1W:   0.00
Avg. price 1M:   9.14
Avg. volume 1M:   0.00
Avg. price 6M:   6.97
Avg. volume 6M:   0.00
Avg. price 1Y:   7.50
Avg. volume 1Y:   0.00
Volatility 1M:   78.18%
Volatility 6M:   111.95%
Volatility 1Y:   110.08%
Volatility 3Y:   -