DZ Bank Put 68 S92 21.06.2024
/ DE000DW75Z18
DZ Bank Put 68 S92 21.06.2024/ DE000DW75Z18 /
| 2024-05-23 1:05:20 PM |
Chg.-0.18 |
Bid1:29:17 PM |
Ask1:29:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-9.33% |
1.74
Bid Size: 50,000 |
1.77
Ask Size: 50,000 |
SMA SOLAR TECHNOL.AG |
68.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DW75Z1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SMA SOLAR TECHNOL.AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
68.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.51 |
| Parity: |
1.86 |
| Time value: |
0.07 |
| Break-even: |
48.70 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
4.89% |
| Delta: |
-0.85 |
| Theta: |
-0.05 |
| Omega: |
-2.17 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.73 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.94% |
| 1 Month |
|
|
-12.94% |
| 3 Months |
|
|
-18.98% |
| YTD |
|
|
+20.69% |
| 1 Year |
|
|
+103.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.93 |
| 1M High / 1M Low: |
2.24 |
1.78 |
| 6M High / 6M Low: |
2.40 |
1.26 |
| High (YTD): |
2024-01-17 |
2.40 |
| Low (YTD): |
2024-03-12 |
1.26 |
| 52W High: |
2024-01-17 |
2.40 |
| 52W Low: |
2023-06-30 |
0.70 |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.52 |
| Avg. volume 1Y: |
|
1.17 |
| Volatility 1M: |
|
115.97% |
| Volatility 6M: |
|
117.58% |
| Volatility 1Y: |
|
106.16% |
| Volatility 3Y: |
|
- |
