DZ Bank Put 8 SGL 20.12.2024
/ DE000DJ4W458
DZ Bank Put 8 SGL 20.12.2024/ DE000DJ4W458 /
| 2024-05-16 9:34:33 PM |
Chg.+0.060 |
Bid9:58:16 PM |
Ask9:58:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+4.62% |
1.380
Bid Size: 1,250 |
1.470
Ask Size: 1,250 |
SGL CARBON SE O.N. |
8.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4W45 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
0.85 |
| Time value: |
0.54 |
| Break-even: |
6.61 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
6.92% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-2.75 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.300 |
| High: |
1.370 |
| Low: |
1.300 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.43% |
| 1 Month |
|
|
-9.93% |
| 3 Months |
|
|
-34.30% |
| YTD |
|
|
-27.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.290 |
| 1M High / 1M Low: |
1.610 |
1.290 |
| 6M High / 6M Low: |
2.380 |
1.230 |
| High (YTD): |
2024-01-22 |
2.380 |
| Low (YTD): |
2024-04-10 |
1.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.949 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.93% |
| Volatility 6M: |
|
69.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
