Legende:                                                  
  Steigend Fallend 25. Oct. 2016 - 10:05 h Stündliche Aktualisierung                                    
  German Power Baseload                                            
  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        40.25       40.30      41.82       41.09       39.05      28.80       29.05       32.50       31.93       32.30     28.50     27.63     28.93  
  Volatilität (hist.)   28.7%   31.3%   33.4%   32.2%   31.6%   26.1%   30.3%   30.9%   23.8%   23.8% 23.8% 23.8% 23.8%  
  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  
      43.00 0.090 43.00 0.761 44.50 1.556 43.50 1.937 41.50 1.337 31.50 1.016 31.50 2.007 35.00 3.071 34.50 2.381 32.00 1.456 1.743 2.380 3.992  
  42.50 0.131 42.50 0.874 44.00 1.698 43.00 2.084 41.00 1.448 31.00 1.163 31.00 2.170 34.50 3.235 34.00 2.562 31.50 1.713 1.896 2.524 4.161  
  42.00 0.178 42.00 1.004 43.50 1.853 42.50 2.244 40.50 1.574 30.50 1.325 30.50 2.344 34.00 3.407 33.50 2.752 31.00 2.004 2.060 2.677 4.336  
  41.50 0.236 41.50 1.153 43.00 2.022 42.00 2.417 40.00 1.717 30.00 1.505 30.00 2.531 33.50 3.589 33.00 2.953 30.50 2.328 2.234 2.837 4.518  
  41.00 0.317 41.00 1.324 42.50 2.205 41.50 2.604 39.50 1.879 29.50 1.702 29.50 2.731 33.00 3.780 32.50 3.163 30.00 2.684 2.419 3.006 4.706  
  40.50 0.446 40.50 1.518 42.00 2.403 41.00 2.806 39.00 2.063 29.00 1.918 29.00 2.945 32.50 3.982 32.00 3.385 29.50 3.070 2.615 3.183 4.900  
  40.00 0.650 40.00 1.737 41.50 2.617 40.50 3.024 38.50 2.270 28.50 2.153 28.50 3.172 32.00 4.193 31.50 3.617 29.00 3.484 2.823 3.369 5.102  
  39.50 0.943 39.50 1.984 41.00 2.848 40.00 3.258 38.00 2.500 28.00 2.407 28.00 3.414 31.50 4.416 31.00 3.859 28.50 3.920 3.043 3.564 5.311  
  39.00 1.322 39.00 2.258 40.50 3.096 39.50 3.509 37.50 2.757 27.50 2.682 27.50 3.671 31.00 4.649 30.50 4.113 28.00 4.375 3.275 3.768 5.527  
  38.50 1.768 38.50 2.560 40.00 3.363 39.00 3.778 37.00 3.039 27.00 2.976 27.00 3.942 30.50 4.894 30.00 4.378 27.50 4.845 3.519 3.982 5.750  
  38.00   38.00 2.891 39.50 3.648 38.50 4.063 36.50 3.348 26.50 3.291 26.50 4.229 30.00 5.150 29.50 4.655 27.00   3.777 4.206 5.981  
                                                     
  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  
      43.00 2.840 43.00 3.461 44.50 4.236 43.50 4.347 41.50 3.787 31.50 3.716 31.50 4.457 35.00 5.571 34.50 4.951 32.00 1.156 5.243 6.750 7.062  
  42.50 2.381 42.50 3.074 44.00 3.878 43.00 3.994 41.00 3.398 31.00 3.363 31.00 4.120 34.50 5.235 34.00 4.632 31.50 0.913 4.896 6.394 6.731  
  42.00 1.928 42.00 2.704 43.50 3.533 42.50 3.654 40.50 3.024 30.50 3.025 30.50 3.794 34.00 4.907 33.50 4.322 31.00 0.704 4.560 6.047 6.406  
  41.50 1.486 41.50 2.353 43.00 3.202 42.00 3.327 40.00 2.667 30.00 2.705 30.00 3.481 33.50 4.589 33.00 4.023 30.50 0.528 4.234 5.707 6.088  
  41.00 1.067 41.00 2.024 42.50 2.885 41.50 3.014 39.50 2.329 29.50 2.402 29.50 3.181 33.00 4.280 32.50 3.733 30.00 0.384 3.919 5.376 5.776  
  40.50 0.696 40.50 1.718 42.00 2.583 41.00 2.716 39.00 2.013 29.00 2.118 29.00 2.895 32.50 3.982 32.00 3.455 29.50 0.270 3.615 5.053 5.470  
  40.00 0.400 40.00 1.437 41.50 2.297 40.50 2.434 38.50 1.720 28.50 1.853 28.50 2.622 32.00 3.693 31.50 3.187 29.00 0.184 3.323 4.739 5.172  
  39.50 0.193 39.50 1.184 41.00 2.028 40.00 2.168 38.00 1.450 28.00 1.607 28.00 2.364 31.50 3.416 31.00 2.929 28.50 0.120 3.043 4.434 4.881  
  39.00 0.072 39.00 0.958 40.50 1.776 39.50 1.919 37.50 1.207 27.50 1.382 27.50 2.121 31.00 3.149 30.50 2.683 28.00 0.075 2.775 4.138 4.597  
  38.50 0.018 38.50 0.760 40.00 1.543 39.00 1.688 37.00 0.989 27.00 1.176 27.00 1.892 30.50 2.894 30.00 2.448 27.50 0.045 2.519 3.852 4.320  
  38.00   38.00 0.591 39.50 1.328 38.50 1.473 36.50 0.798 26.50 0.991 26.50 1.679 30.00 2.650 29.50 2.225 27.00   2.277 3.576 4.051  
                                                     
                                                     
  German Power Baseload                                            
  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  
      43.00 0.097 43.00 0.293 44.50 0.375 43.50 0.408 41.50 0.367 31.50 0.335 31.50 0.425 35.00 0.468 34.50 0.437 35.00 0.229 0.261 0.314 0.420  
  42.50 0.136 42.50 0.328 44.00 0.401 43.00 0.432 41.00 0.395 31.00 0.369 31.00 0.449 34.50 0.486 34.00 0.459 34.50 0.271 0.279 0.328 0.433  
  42.00 0.182 42.00 0.367 43.50 0.429 42.50 0.457 40.50 0.425 30.50 0.405 30.50 0.474 34.00 0.504 33.50 0.482 34.00 0.319 0.299 0.343 0.446  
  41.50 0.241 41.50 0.408 43.00 0.457 42.00 0.484 40.00 0.457 30.00 0.442 30.00 0.500 33.50 0.523 33.00 0.504 33.50 0.373 0.319 0.359 0.459  
  41.00 0.322 41.00 0.453 42.50 0.487 41.50 0.511 39.50 0.493 29.50 0.480 29.50 0.526 33.00 0.542 32.50 0.527 33.00 0.431 0.339 0.375 0.472  
  40.50 0.437 40.50 0.500 42.00 0.518 41.00 0.539 39.00 0.530 29.00 0.519 29.00 0.553 32.50 0.561 32.00 0.550 32.50 0.493 0.361 0.391 0.486  
  40.00 0.583 40.00 0.550 41.50 0.550 40.50 0.568 38.50 0.569 28.50 0.559 28.50 0.580 32.00 0.581 31.50 0.573 32.00 0.558 0.383 0.408 0.500  
  39.50 0.740 39.50 0.600 41.00 0.583 40.00 0.597 38.00 0.610 28.00 0.598 28.00 0.607 31.50 0.601 31.00 0.597 31.50 0.623 0.406 0.426 0.514  
  39.00 0.873 39.00 0.651 40.50 0.616 39.50 0.626 37.50 0.652 27.50 0.637 27.50 0.634 31.00 0.621 30.50 0.620 31.00 0.687 0.429 0.443 0.528  
  38.50 0.959 38.50 0.702 40.00 0.649 39.00 0.656 37.00 0.694 27.00 0.676 27.00 0.662 30.50 0.641 30.00 0.643 30.50 0.748 0.453 0.461 0.542  
  38.00   38.00 0.750 39.50 0.682 38.50 0.686 36.50 0.735 26.50 0.713 26.50 0.689 30.00 0.661 29.50 0.666 30.00   0.478 0.480 0.557  
                                                     
  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  
      43.00 -0.903 43.00 -0.707 44.50 -0.625 43.50 -0.592 41.50 -0.633 31.50 -0.665 31.50 -0.575 35.00 -0.532 34.50 -0.563 35.00 -0.771 -0.739 -0.686 -0.580  
  42.50 -0.864 42.50 -0.672 44.00 -0.599 43.00 -0.568 41.00 -0.605 31.00 -0.631 31.00 -0.551 34.50 -0.514 34.00 -0.541 34.50 -0.729 -0.721 -0.672 -0.567  
  42.00 -0.818 42.00 -0.633 43.50 -0.571 42.50 -0.543 40.50 -0.575 30.50 -0.595 30.50 -0.526 34.00 -0.496 33.50 -0.518 34.00 -0.681 -0.701 -0.657 -0.554  
  41.50 -0.759 41.50 -0.592 43.00 -0.543 42.00 -0.516 40.00 -0.543 30.00 -0.558 30.00 -0.500 33.50 -0.477 33.00 -0.496 33.50 -0.627 -0.681 -0.641 -0.541  
  41.00 -0.678 41.00 -0.547 42.50 -0.513 41.50 -0.489 39.50 -0.507 29.50 -0.520 29.50 -0.474 33.00 -0.458 32.50 -0.473 33.00 -0.569 -0.661 -0.625 -0.528  
  40.50 -0.563 40.50 -0.500 42.00 -0.482 41.00 -0.461 39.00 -0.470 29.00 -0.481 29.00 -0.447 32.50 -0.439 32.00 -0.450 32.50 -0.507 -0.639 -0.609 -0.514  
  40.00 -0.417 40.00 -0.450 41.50 -0.450 40.50 -0.432 38.50 -0.431 28.50 -0.441 28.50 -0.420 32.00 -0.419 31.50 -0.427 32.00 -0.442 -0.617 -0.592 -0.500  
  39.50 -0.260 39.50 -0.400 41.00 -0.417 40.00 -0.403 38.00 -0.390 28.00 -0.402 28.00 -0.393 31.50 -0.399 31.00 -0.403 31.50 -0.377 -0.594 -0.574 -0.486  
  39.00 -0.127 39.00 -0.349 40.50 -0.384 39.50 -0.374 37.50 -0.348 27.50 -0.363 27.50 -0.366 31.00 -0.379 30.50 -0.380 31.00 -0.313 -0.571 -0.557 -0.472  
  38.50 -0.041 38.50 -0.298 40.00 -0.351 39.00 -0.344 37.00 -0.306 27.00 -0.324 27.00 -0.338 30.50 -0.359 30.00 -0.357 30.50 -0.252 -0.547 -0.539 -0.458  
  38.00   38.00 -0.250 39.50 -0.318 38.50 -0.314 36.50 -0.265 26.50 -0.287 26.50 -0.311 30.00 -0.339 29.50 -0.334 30.00   -0.522 -0.520 -0.443