DZ Bank Put 8 SGL 21.06.2024
/ DE000DW5E5B0
DZ Bank Put 8 SGL 21.06.2024/ DE000DW5E5B0 /
| 2024-04-26 9:35:14 PM |
Chg.-0.200 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
-14.93% |
1.140
Bid Size: 1,250 |
1.260
Ask Size: 1,250 |
SGL CARBON SE O.N. |
8.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
DW5E5B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.28 |
| Parity: |
1.04 |
| Time value: |
0.22 |
| Break-even: |
6.74 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.12 |
| Spread %: |
10.53% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-3.83 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.300 |
| High: |
1.330 |
| Low: |
1.120 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.39% |
| 1 Month |
|
|
-4.20% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
-32.14% |
| 1 Year |
|
|
-24.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.110 |
| 1M High / 1M Low: |
1.340 |
0.860 |
| 6M High / 6M Low: |
2.370 |
0.860 |
| High (YTD): |
2024-01-22 |
2.220 |
| Low (YTD): |
2024-04-10 |
0.860 |
| 52W High: |
2023-10-27 |
2.400 |
| 52W Low: |
2024-04-10 |
0.860 |
| Avg. price 1W: |
|
1.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.674 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
145.78% |
| Volatility 6M: |
|
95.32% |
| Volatility 1Y: |
|
78.23% |
| Volatility 3Y: |
|
- |
