DZ Bank Put 4 BSD2 17.12.2021/  DE000DF9NE73  /

EUWAX
10/15/2021  9:02:43 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.760EUR -1.30% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 4.00 EUR 12/17/2021 Put

Master data

WKN: DF9NE7
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Put
Strike price: 4.00 EUR
Maturity: 12/17/2021
Issue date: 1/6/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.18
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.65
Implied volatility: -
Historic volatility: 0.39
Parity: 0.65
Time value: 0.15
Break-even: 3.20
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 5.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.33%
1 Month
  -20.00%
3 Months
  -20.00%
YTD
  -50.97%
1 Year
  -70.77%
3 Years     -
5 Years     -
1W High / 1W Low: 0.770 0.710
1M High / 1M Low: 1.140 0.710
6M High / 6M Low: 1.300 0.680
High (YTD): 1/29/2021 1.710
Low (YTD): 6/4/2021 0.680
52W High: 10/16/2020 2.600
52W Low: 6/4/2021 0.680
Avg. price 1W:   0.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.906
Avg. volume 1M:   0.000
Avg. price 6M:   0.911
Avg. volume 6M:   0.000
Avg. price 1Y:   1.237
Avg. volume 1Y:   0.000
Volatility 1M:   119.87%
Volatility 6M:   84.22%
Volatility 1Y:   73.39%
Volatility 3Y:   -