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DZ Bank Put 400 SRT3 20.12.2024/  DE000DW876P1  /

EUWAX
2024-05-27  2:07:07 PM Chg.+0.06 Bid2:58:53 PM Ask2:58:53 PM Underlying Strike price Expiration date Option type
14.80EUR +0.41% 14.75
Bid Size: 15,000		 14.83
Ask Size: 15,000		 SARTORIUS AG VZO O.N... 400.00 - 2024-12-20 Put
 

Master data

WKN: DW876P
Issuer: DZ Bank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.69
Leverage: Yes

Calculated values

Fair value: 14.70
Intrinsic value: 14.70
Implied volatility: 0.57
Historic volatility: 0.46
Parity: 14.70
Time value: 0.23
Break-even: 250.70
Moneyness: 1.58
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.16
Spread %: 1.08%
Delta: -0.79
Theta: -0.04
Omega: -1.33
Rho: -1.98
 

Quote data

Open: 14.78
High: 14.84
Low: 14.78
Previous Close: 14.74
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.70%
1 Month  
+27.92%
3 Months  
+78.53%
YTD  
+57.45%
1 Year  
+37.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.74 13.16
1M High / 1M Low: 14.74 11.30
6M High / 6M Low: 14.74 6.09
High (YTD): 2024-05-24 14.74
Low (YTD): 2024-03-22 6.09
52W High: 2023-10-30 18.45
52W Low: 2024-03-22 6.09
Avg. price 1W:   13.76
Avg. volume 1W:   0.00
Avg. price 1M:   12.62
Avg. volume 1M:   0.00
Avg. price 6M:   9.74
Avg. volume 6M:   0.00
Avg. price 1Y:   10.25
Avg. volume 1Y:   0.00
Volatility 1M:   65.15%
Volatility 6M:   98.99%
Volatility 1Y:   98.32%
Volatility 3Y:   -