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DZ Bank Put 68 HEI 20.09.2024/  DE000DDZ27D7  /

EUWAX
2024-04-16  8:07:20 AM Chg.-0.030 Bid1:39:48 PM Ask1:39:48 PM Underlying Strike price Expiration date Option type
0.040EUR -42.86% 0.086
Bid Size: 50,000		 0.096
Ask Size: 50,000		 HEIDELBERG MATERIALS... 68.00 - 2024-09-20 Put
 

Master data

WKN: DDZ27D
Issuer: DZ Bank AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 2024-09-20
Issue date: 2023-03-01
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -81.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.22
Parity: -3.03
Time value: 0.12
Break-even: 66.80
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.91
Spread abs.: 0.08
Spread %: 200.00%
Delta: -0.08
Theta: -0.01
Omega: -6.40
Rho: -0.04
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -60.00%
3 Months
  -78.95%
YTD
  -85.19%
1 Year
  -95.79%
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.040
1M High / 1M Low: 0.120 0.030
6M High / 6M Low: 0.810 0.030
High (YTD): 2024-01-03 0.300
Low (YTD): 2024-04-02 0.030
52W High: 2023-05-03 0.950
52W Low: 2024-04-02 0.030
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.463
Avg. volume 1Y:   0.000
Volatility 1M:   502.48%
Volatility 6M:   253.75%
Volatility 1Y:   188.22%
Volatility 3Y:   -