Legende: | ||||||||||||||||||||||||||
Steigend | Fallend | 25. Oct. 2016 - 10:05 h | Stündliche Aktualisierung | |||||||||||||||||||||||
German Gas GPL | ||||||||||||||||||||||||||
Optionswert | Monatskontrakte | Quartalskontrakte | Jahreskontrakte | |||||||||||||||||||||||
Lieferung Start | Nov'16 | Dec'16 | Jan'17 | Feb'17 | Q1'17 | Q2'17 | Q3'17 | Q4'17 | Q1'18 | Cal'17 | Cal'18 | Cal'19 | Cal'20 | |||||||||||||
Preis | 17.30 | 17.49 | 17.45 | 17.45 | 17.37 | 16.56 | 16.17 | 17.40 | 17.96 | 16.87 | 17.33 | 17.36 | 17.32 | |||||||||||||
Volatilität (hist.) | 31.5% | 26.7% | 25.2% | 27.5% | 31.3% | 23.5% | 26.6% | 26.6% | 26.5% | 26.5% | 26.5% | 26.5% | 26.5% | |||||||||||||
Time to Maturity (Tage) | 4 | 26 | 48 | 70 | 47 | 112 | 177 | 242 | 307 | 47 | 307 | 568 | 829 | |||||||||||||
CALL - Wert | K | c | K | c | K | c | K | c | K | c | K | c | K | c | K | c | K | c | K | c | c | c | c | |||
20.00 | 20.00 | 20.00 | 0.075 | 20.00 | 0.317 | 20.00 | 0.191 | 19.00 | 0.236 | 18.50 | 0.542 | 20.00 | 0.997 | 20.50 | 1.454 | 19.50 | 0.089 | 1.088 | 1.830 | 1.952 | ||||||
19.50 | 19.50 | 0.047 | 19.50 | 0.143 | 19.50 | 0.400 | 19.50 | 0.260 | 18.50 | 0.325 | 18.00 | 0.666 | 19.50 | 1.107 | 20.00 | 1.545 | 19.00 | 0.141 | 1.245 | 1.996 | 2.108 | |||||
19.00 | 19.00 | 0.115 | 19.00 | 0.242 | 19.00 | 0.503 | 19.00 | 0.355 | 18.00 | 0.442 | 17.50 | 0.815 | 19.00 | 1.234 | 19.50 | 1.651 | 18.50 | 0.218 | 1.420 | 2.176 | 2.278 | |||||
18.50 | 0.008 | 18.50 | 0.226 | 18.50 | 0.378 | 18.50 | 0.633 | 18.50 | 0.479 | 17.50 | 0.592 | 17.00 | 0.990 | 18.50 | 1.379 | 19.00 | 1.772 | 18.00 | 0.330 | 1.615 | 2.369 | 2.462 | ||||
18.00 | 0.056 | 18.00 | 0.390 | 18.00 | 0.554 | 18.00 | 0.794 | 18.00 | 0.640 | 17.00 | 0.780 | 16.50 | 1.194 | 18.00 | 1.544 | 18.50 | 1.912 | 17.50 | 0.484 | 1.830 | 2.576 | 2.660 | ||||
17.50 | 0.192 | 17.50 | 0.612 | 17.50 | 0.774 | 17.50 | 0.990 | 17.50 | 0.844 | 16.50 | 1.010 | 16.00 | 1.428 | 17.50 | 1.732 | 18.00 | 2.074 | 17.00 | 0.688 | 2.065 | 2.797 | 2.874 | ||||
17.00 | 0.454 | 17.00 | 0.893 | 17.00 | 1.038 | 17.00 | 1.226 | 17.00 | 1.093 | 16.00 | 1.282 | 15.50 | 1.694 | 17.00 | 1.945 | 17.50 | 2.260 | 16.50 | 0.946 | 2.322 | 3.034 | 3.104 | ||||
16.50 | 0.839 | 16.50 | 1.229 | 16.50 | 1.347 | 16.50 | 1.506 | 16.50 | 1.389 | 15.50 | 1.597 | 15.00 | 1.991 | 16.50 | 2.184 | 17.00 | 2.471 | 16.00 | 1.258 | 2.601 | 3.286 | 3.350 | ||||
16.00 | 16.00 | 1.617 | 16.00 | 1.699 | 16.00 | 1.829 | 16.00 | 1.730 | 15.00 | 1.951 | 14.50 | 2.319 | 16.00 | 2.451 | 16.50 | 2.711 | 15.50 | 1.620 | 2.902 | 3.553 | 3.614 | |||||
15.50 | 15.50 | 2.047 | 15.50 | 2.091 | 15.50 | 2.195 | 15.50 | 2.112 | 14.50 | 2.339 | 14.00 | 2.675 | 15.50 | 2.747 | 16.00 | 2.980 | 15.00 | 2.024 | 3.224 | 3.837 | 3.894 | |||||
15.00 | 15.00 | 2.510 | 15.00 | 2.520 | 15.00 | 2.598 | 15.00 | 2.528 | 14.00 | 2.755 | 13.50 | 3.058 | 15.00 | 3.071 | 15.50 | 3.279 | 14.50 | 2.461 | 3.567 | 4.137 | 4.192 | |||||
PUT - Wert | K | p | K | p | K | p | K | p | K | p | K | p | K | p | K | p | K | p | K | p | p | p | p | |||
20.00 | 20.00 | 20.00 | 2.625 | 20.00 | 2.867 | 20.00 | 2.821 | 19.00 | 2.676 | 18.50 | 2.872 | 20.00 | 3.597 | 20.50 | 3.992 | 19.50 | 2.719 | 3.258 | 3.970 | 4.131 | ||||||
19.50 | 19.50 | 2.057 | 19.50 | 2.193 | 19.50 | 2.450 | 19.50 | 2.390 | 18.50 | 2.265 | 18.00 | 2.496 | 19.50 | 3.207 | 20.00 | 3.583 | 19.00 | 2.271 | 2.915 | 3.636 | 3.787 | |||||
19.00 | 19.00 | 1.625 | 19.00 | 1.792 | 19.00 | 2.053 | 19.00 | 1.985 | 18.00 | 1.882 | 17.50 | 2.145 | 19.00 | 2.834 | 19.50 | 3.189 | 18.50 | 1.848 | 2.590 | 3.316 | 3.457 | |||||
18.50 | 1.208 | 18.50 | 1.236 | 18.50 | 1.428 | 18.50 | 1.683 | 18.50 | 1.609 | 17.50 | 1.532 | 17.00 | 1.820 | 18.50 | 2.479 | 19.00 | 2.810 | 18.00 | 1.460 | 2.285 | 3.009 | 3.141 | ||||
18.00 | 0.756 | 18.00 | 0.900 | 18.00 | 1.104 | 18.00 | 1.344 | 18.00 | 1.270 | 17.00 | 1.220 | 16.50 | 1.524 | 18.00 | 2.144 | 18.50 | 2.450 | 17.50 | 1.114 | 2.000 | 2.716 | 2.839 | ||||
17.50 | 0.392 | 17.50 | 0.622 | 17.50 | 0.824 | 17.50 | 1.040 | 17.50 | 0.974 | 16.50 | 0.950 | 16.00 | 1.258 | 17.50 | 1.832 | 18.00 | 2.112 | 17.00 | 0.818 | 1.735 | 2.437 | 2.553 | ||||
17.00 | 0.154 | 17.00 | 0.403 | 17.00 | 0.588 | 17.00 | 0.776 | 17.00 | 0.723 | 16.00 | 0.722 | 15.50 | 1.024 | 17.00 | 1.545 | 17.50 | 1.798 | 16.50 | 0.576 | 1.492 | 2.174 | 2.283 | ||||
16.50 | 0.039 | 16.50 | 0.239 | 16.50 | 0.397 | 16.50 | 0.556 | 16.50 | 0.519 | 15.50 | 0.537 | 15.00 | 0.821 | 16.50 | 1.284 | 17.00 | 1.509 | 16.00 | 0.388 | 1.271 | 1.926 | 2.029 | ||||
16.00 | 16.00 | 0.127 | 16.00 | 0.249 | 16.00 | 0.379 | 16.00 | 0.360 | 15.00 | 0.391 | 14.50 | 0.649 | 16.00 | 1.051 | 16.50 | 1.249 | 15.50 | 0.250 | 1.072 | 1.693 | 1.793 | |||||
15.50 | 15.50 | 0.057 | 15.50 | 0.141 | 15.50 | 0.245 | 15.50 | 0.242 | 14.50 | 0.279 | 14.00 | 0.505 | 15.50 | 0.847 | 16.00 | 1.018 | 15.00 | 0.154 | 0.894 | 1.477 | 1.573 | |||||
15.00 | 15.00 | 0.020 | 15.00 | 0.070 | 15.00 | 0.148 | 15.00 | 0.158 | 14.00 | 0.195 | 13.50 | 0.388 | 15.00 | 0.671 | 15.50 | 0.817 | 14.50 | 0.091 | 0.737 | 1.277 | 1.371 | |||||
German Gas GPL | ||||||||||||||||||||||||||
Delta | Monatskontrakte | Quartalskontrakte | Jahreskontrakte | |||||||||||||||||||||||
Lieferung Start | Nov'16 | Dec'16 | Jan'17 | Feb'17 | Jan'17 | Apr'17 | Jul'17 | Oct'17 | Jan'18 | Jan'17 | Jan'18 | Jan'19 | Jan'20 | |||||||||||||
CALL - Delta | K | d | K | d | K | d | K | d | K | d | K | d | K | d | K | d | K | d | K | d | d | d | d | |||
20.00 | 20.00 | 20.00 | 0.095 | 20.00 | 0.217 | 20.00 | 0.164 | 19.00 | 0.191 | 18.50 | 0.289 | 20.00 | 0.356 | 20.50 | 0.407 | 19.50 | 0.104 | 0.383 | 0.453 | 0.461 | ||||||
19.50 | 19.50 | 0.081 | 19.50 | 0.157 | 19.50 | 0.262 | 19.50 | 0.211 | 18.50 | 0.245 | 18.00 | 0.337 | 19.50 | 0.387 | 20.00 | 0.432 | 19.00 | 0.153 | 0.420 | 0.481 | 0.487 | |||||
19.00 | 19.00 | 0.161 | 19.00 | 0.232 | 19.00 | 0.316 | 19.00 | 0.270 | 18.00 | 0.308 | 17.50 | 0.389 | 19.00 | 0.422 | 19.50 | 0.459 | 18.50 | 0.217 | 0.459 | 0.509 | 0.514 | |||||
18.50 | 0.033 | 18.50 | 0.265 | 18.50 | 0.319 | 18.50 | 0.377 | 18.50 | 0.339 | 17.50 | 0.380 | 17.00 | 0.445 | 18.50 | 0.460 | 19.00 | 0.488 | 18.00 | 0.297 | 0.500 | 0.538 | 0.541 | ||||
18.00 | 0.160 | 18.00 | 0.386 | 18.00 | 0.414 | 18.00 | 0.446 | 18.00 | 0.418 | 17.00 | 0.458 | 16.50 | 0.503 | 18.00 | 0.500 | 18.50 | 0.520 | 17.50 | 0.391 | 0.541 | 0.568 | 0.569 | ||||
17.50 | 0.396 | 17.50 | 0.515 | 17.50 | 0.513 | 17.50 | 0.521 | 17.50 | 0.503 | 16.50 | 0.539 | 16.00 | 0.562 | 17.50 | 0.542 | 18.00 | 0.555 | 17.00 | 0.495 | 0.582 | 0.597 | 0.597 | ||||
17.00 | 0.673 | 17.00 | 0.641 | 17.00 | 0.612 | 17.00 | 0.600 | 17.00 | 0.591 | 16.00 | 0.619 | 15.50 | 0.620 | 17.00 | 0.587 | 17.50 | 0.593 | 16.50 | 0.600 | 0.624 | 0.627 | 0.626 | ||||
16.50 | 0.886 | 16.50 | 0.755 | 16.50 | 0.706 | 16.50 | 0.680 | 16.50 | 0.676 | 15.50 | 0.695 | 15.00 | 0.677 | 16.50 | 0.632 | 17.00 | 0.632 | 16.00 | 0.700 | 0.664 | 0.657 | 0.655 | ||||
16.00 | 16.00 | 0.850 | 16.00 | 0.792 | 16.00 | 0.755 | 16.00 | 0.754 | 15.00 | 0.762 | 14.50 | 0.730 | 16.00 | 0.678 | 16.50 | 0.672 | 15.50 | 0.786 | 0.704 | 0.687 | 0.684 | |||||
15.50 | 15.50 | 0.921 | 15.50 | 0.865 | 15.50 | 0.823 | 15.50 | 0.820 | 14.50 | 0.820 | 14.00 | 0.778 | 15.50 | 0.722 | 16.00 | 0.713 | 15.00 | 0.856 | 0.742 | 0.716 | 0.712 | |||||
15.00 | 15.00 | 0.967 | 15.00 | 0.923 | 15.00 | 0.881 | 15.00 | 0.874 | 14.00 | 0.867 | 13.50 | 0.821 | 15.00 | 0.765 | 15.50 | 0.753 | 14.50 | 0.908 | 0.778 | 0.745 | 0.740 | |||||
PUT - Delta | K | d | K | d | K | d | K | d | K | d | K | d | K | d | K | d | K | d | K | d | d | d | d | |||
20.00 | 20.00 | 20.00 | -0.905 | 20.00 | -0.783 | 20.00 | -0.836 | 19.00 | -0.809 | 18.50 | -0.711 | 20.00 | -0.644 | 20.50 | -0.593 | 19.50 | -0.896 | -0.617 | -0.547 | -0.539 | ||||||
19.50 | 19.50 | -0.919 | 19.50 | -0.843 | 19.50 | -0.738 | 19.50 | -0.789 | 18.50 | -0.755 | 18.00 | -0.663 | 19.50 | -0.613 | 20.00 | -0.568 | 19.00 | -0.847 | -0.580 | -0.519 | -0.513 | |||||
19.00 | 19.00 | -0.839 | 19.00 | -0.768 | 19.00 | -0.684 | 19.00 | -0.730 | 18.00 | -0.692 | 17.50 | -0.611 | 19.00 | -0.578 | 19.50 | -0.541 | 18.50 | -0.783 | -0.541 | -0.491 | -0.486 | |||||
18.50 | -0.967 | 18.50 | -0.735 | 18.50 | -0.681 | 18.50 | -0.623 | 18.50 | -0.661 | 17.50 | -0.620 | 17.00 | -0.555 | 18.50 | -0.540 | 19.00 | -0.512 | 18.00 | -0.703 | -0.500 | -0.462 | -0.459 | ||||
18.00 | -0.840 | 18.00 | -0.614 | 18.00 | -0.586 | 18.00 | -0.554 | 18.00 | -0.582 | 17.00 | -0.542 | 16.50 | -0.497 | 18.00 | -0.500 | 18.50 | -0.480 | 17.50 | -0.609 | -0.459 | -0.432 | -0.431 | ||||
17.50 | -0.604 | 17.50 | -0.485 | 17.50 | -0.487 | 17.50 | -0.479 | 17.50 | -0.497 | 16.50 | -0.461 | 16.00 | -0.438 | 17.50 | -0.458 | 18.00 | -0.445 | 17.00 | -0.505 | -0.418 | -0.403 | -0.403 | ||||
17.00 | -0.327 | 17.00 | -0.359 | 17.00 | -0.388 | 17.00 | -0.400 | 17.00 | -0.409 | 16.00 | -0.381 | 15.50 | -0.380 | 17.00 | -0.413 | 17.50 | -0.407 | 16.50 | -0.400 | -0.376 | -0.373 | -0.374 | ||||
16.50 | -0.114 | 16.50 | -0.245 | 16.50 | -0.294 | 16.50 | -0.320 | 16.50 | -0.324 | 15.50 | -0.305 | 15.00 | -0.323 | 16.50 | -0.368 | 17.00 | -0.368 | 16.00 | -0.300 | -0.336 | -0.343 | -0.345 | ||||
16.00 | 16.00 | -0.150 | 16.00 | -0.208 | 16.00 | -0.245 | 16.00 | -0.246 | 15.00 | -0.238 | 14.50 | -0.270 | 16.00 | -0.322 | 16.50 | -0.328 | 15.50 | -0.214 | -0.296 | -0.313 | -0.316 | |||||
15.50 | 15.50 | -0.079 | 15.50 | -0.135 | 15.50 | -0.177 | 15.50 | -0.180 | 14.50 | -0.180 | 14.00 | -0.222 | 15.50 | -0.278 | 16.00 | -0.287 | 15.00 | -0.144 | -0.258 | -0.284 | -0.288 | |||||
15.00 | 15.00 | -0.033 | 15.00 | -0.077 | 15.00 | -0.119 | 15.00 | -0.126 | 14.00 | -0.133 | 13.50 | -0.179 | 15.00 | -0.235 | 15.50 | -0.247 | 14.50 | -0.092 | -0.222 | -0.255 | -0.260 | |||||