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DZ Bank Put 360 SRT3 20.12.2024/  DE000DW876N6  /

EUWAX
2024-05-23  6:13:03 PM Chg.+0.22 Bid9:36:46 PM Ask9:36:46 PM Underlying Strike price Expiration date Option type
10.28EUR +2.19% 10.35
Bid Size: 6,000		 10.47
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: -2.61
Leverage: Yes

Calculated values

Fair value: 10.03
Intrinsic value: 9.58
Implied volatility: 0.48
Historic volatility: 0.46
Parity: 9.58
Time value: 0.55
Break-even: 258.70
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.12
Spread %: 1.20%
Delta: -0.73
Theta: -0.04
Omega: -1.90
Rho: -1.70
 

Quote data

Open: 10.03
High: 10.44
Low: 10.03
Previous Close: 10.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.73%
1 Month  
+25.98%
3 Months  
+79.09%
YTD  
+51.18%
1 Year  
+39.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.06 8.96
1M High / 1M Low: 10.06 8.00
6M High / 6M Low: 10.06 4.13
High (YTD): 2024-05-22 10.06
Low (YTD): 2024-03-22 4.13
52W High: 2023-10-30 14.64
52W Low: 2024-03-22 4.13
Avg. price 1W:   9.60
Avg. volume 1W:   0.00
Avg. price 1M:   8.84
Avg. volume 1M:   0.00
Avg. price 6M:   6.95
Avg. volume 6M:   0.00
Avg. price 1Y:   7.49
Avg. volume 1Y:   0.00
Volatility 1M:   81.98%
Volatility 6M:   111.55%
Volatility 1Y:   109.66%
Volatility 3Y:   -