DZ Bank Put 9 B5A 16.06.2023/  DE000DW24E56  /

Frankfurt Zert./DZB
12/9/2022  9:34:43 PM Chg.-0.060 Bid12/9/2022 Ask- Underlying Strike price Expiration date Option type
2.230EUR -2.62% 2.230
Bid Size: 1,500
-
Ask Size: -
BAUER AG 9.00 - 6/16/2023 Put

Master data

WKN: DW24E5
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAUER AG
Type: Warrant
Option type: Put
Strike price: 9.00 -
Maturity: 6/16/2023
Issue date: 6/3/2022
Last trading day: 6/15/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -2.70
Leverage: Yes

Calculated values

Fair value: 2.32
Intrinsic value: 2.32
Implied volatility: 2.85
Historic volatility: 0.37
Parity: 2.32
Time value: 0.15
Break-even: 6.53
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.14
Spread %: 5.67%
Delta: -0.10
Theta: 0.01
Omega: -0.28
Rho: -0.02
 

Quote data

Open: 2.290
High: 2.470
Low: 2.230
Previous Close: 2.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.53%
1 Month
  -3.04%
3 Months  
+51.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.290 1.820
1M High / 1M Low: 2.300 1.590
6M High / 6M Low: 2.640 1.170
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.100
Avg. volume 1W:   0.000
Avg. price 1M:   1.976
Avg. volume 1M:   0.000
Avg. price 6M:   1.726
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.74%
Volatility 6M:   85.96%
Volatility 1Y:   -
Volatility 3Y:   -