DZ Bank Put 8 IBE1 17.12.2021/  DE000DF9HZL9  /

EUWAX
10/21/2021  9:12:19 AM Chg.+0.003 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.050EUR +6.38% -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 8.00 EUR 12/17/2021 Put

Master data

WKN: DF9HZL
Issuer: DZ Bank AG
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Put
Strike price: 8.00 EUR
Maturity: 12/17/2021
Issue date: 12/23/2019
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -65.56
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.21
Parity: -1.83
Time value: 0.15
Break-even: 7.85
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 2.24
Spread abs.: 0.15
Spread %: 99.33%
Delta: -0.18
Theta: -0.01
Omega: -11.97
Rho: 0.00
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -61.54%
3 Months
  -44.44%
YTD
  -58.33%
1 Year
  -83.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.065 0.047
1M High / 1M Low: 0.220 0.047
6M High / 6M Low: 0.220 0.032
High (YTD): 3/8/2021 0.330
Low (YTD): 9/6/2021 0.032
52W High: 10/30/2020 0.430
52W Low: 9/6/2021 0.032
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.158
Avg. volume 1Y:   0.000
Volatility 1M:   300.39%
Volatility 6M:   225.59%
Volatility 1Y:   303.01%
Volatility 3Y:   -