Legende:                                                  
  Steigend Fallend 25. Oct. 2016 - 10:05 h Stündliche Aktualisierung                                    
  German Power Peakload                                            
  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                         49.95       50.95      52.50       50.88       48.12      34.91       34.60       42.65       41.87       40.07     37.29     36.49     37.88  
  Volatilität (hist.)   27.3%   24.8%   30.2%   27.7%   26.5%   26.4%   21.9%   31.0%   19.3%   19.3% 19.3% 19.3% 19.3%  
  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  
      52.50 0.171 53.50 0.832 55.00 1.806 53.50 2.021 50.50 1.351 37.50 1.403 37.00 1.617 45.00 4.526 44.50 2.665 40.50 1.078 2.081 3.164 4.629  
  52.00 0.224 53.00 0.931 54.50 1.915 53.00 2.132 50.00 1.433 37.00 1.577 36.50 1.780 44.50 4.651 44.00 2.845 40.00 1.264 2.239 3.305 4.799  
  51.50 0.285 52.50 1.046 54.00 2.038 52.50 2.256 49.50 1.533 36.50 1.764 36.00 1.957 44.00 4.784 43.50 3.034 39.50 1.489 2.407 3.452 4.976  
  51.00 0.362 52.00 1.181 53.50 2.177 52.00 2.394 49.00 1.653 36.00 1.967 35.50 2.148 43.50 4.926 43.00 3.233 39.00 1.755 2.585 3.606 5.159  
  50.50 0.470 51.50 1.339 53.00 2.333 51.50 2.548 48.50 1.795 35.50 2.184 35.00 2.354 43.00 5.078 42.50 3.441 38.50 2.063 2.773 3.768 5.348  
  50.00 0.628 51.00 1.524 52.50 2.508 51.00 2.718 48.00 1.964 35.00 2.417 34.50 2.575 42.50 5.240 42.00 3.658 38.00 2.410 2.972 3.936 5.544  
  49.50 0.853 50.50 1.738 52.00 2.703 50.50 2.905 47.50 2.159 34.50 2.665 34.00 2.813 42.00 5.411 41.50 3.885 37.50 2.795 3.182 4.113 5.746  
  49.00 1.154 50.00 1.982 51.50 2.919 50.00 3.112 47.00 2.384 34.00 2.928 33.50 3.067 41.50 5.594 41.00 4.122 37.00 3.213 3.404 4.297 5.956  
  48.50 1.530 49.50 2.259 51.00 3.157 49.50 3.338 46.50 2.640 33.50 3.207 33.00 3.338 41.00 5.788 40.50 4.369 36.50 3.657 3.637 4.490 6.173  
  48.00 1.964 49.00 2.568 50.50 3.418 49.00 3.584 46.00 2.926 33.00 3.501 32.50 3.625 40.50 5.993 40.00 4.627 36.00 4.121 3.883 4.692 6.398  
  47.50   48.50 2.908 50.00 3.701 48.50 3.850 45.50 3.242 32.50 3.810 32.00 3.930 40.00 6.210 39.50 4.895 35.50 4.601 4.140 4.903 6.630  
                                                     
  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  
      52.50 2.721 53.50 3.382 55.00 4.306 53.50 4.641 50.50 3.731 37.50 3.993 37.00 4.017 45.00 6.876 44.50 5.295 40.50 1.508 5.291 7.174 7.249  
  52.00 2.274 53.00 2.981 54.50 3.915 53.00 4.252 50.00 3.313 37.00 3.667 36.50 3.680 44.50 6.501 44.00 4.975 40.00 1.194 4.949 6.815 6.919  
  51.50 1.835 52.50 2.596 54.00 3.538 52.50 3.876 49.50 2.913 36.50 3.354 36.00 3.357 44.00 6.134 43.50 4.664 39.50 0.919 4.617 6.462 6.596  
  51.00 1.412 52.00 2.231 53.50 3.177 52.00 3.514 49.00 2.533 36.00 3.057 35.50 3.048 43.50 5.776 43.00 4.363 39.00 0.685 4.295 6.116 6.279  
  50.50 1.020 51.50 1.889 53.00 2.833 51.50 3.168 48.50 2.175 35.50 2.774 35.00 2.754 43.00 5.428 42.50 4.071 38.50 0.493 3.983 5.778 5.968  
  50.00 0.678 51.00 1.574 52.50 2.508 51.00 2.838 48.00 1.844 35.00 2.507 34.50 2.475 42.50 5.090 42.00 3.788 38.00 0.340 3.682 5.446 5.664  
  49.50 0.403 50.50 1.288 52.00 2.203 50.50 2.525 47.50 1.539 34.50 2.255 34.00 2.213 42.00 4.761 41.50 3.515 37.50 0.225 3.392 5.123 5.366  
  49.00 0.204 50.00 1.032 51.50 1.919 50.00 2.232 47.00 1.264 34.00 2.018 33.50 1.967 41.50 4.444 41.00 3.252 37.00 0.143 3.114 4.807 5.076  
  48.50 0.080 49.50 0.809 51.00 1.657 49.50 1.958 46.50 1.020 33.50 1.797 33.00 1.738 41.00 4.138 40.50 2.999 36.50 0.087 2.847 4.500 4.793  
  48.00 0.014 49.00 0.618 50.50 1.418 49.00 1.704 46.00 0.806 33.00 1.591 32.50 1.525 40.50 3.843 40.00 2.757 36.00 0.051 2.593 4.202 4.518  
  47.50   48.50 0.458 50.00 1.201 48.50 1.470 45.50 0.622 32.50 1.400 32.00 1.330 40.00 3.560 39.50 2.525 35.50 0.031 2.350 3.913 4.250  
                                                     
                                                     
  German Power Peakload                                            
  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  
      52.50 0.147 53.50 0.305 55.00 0.390 53.50 0.400 50.50 0.366 37.50 0.371 37.00 0.394 45.00 0.498 44.50 0.436 42.50 0.242 0.317 0.377 0.453  
  52.00 0.188 53.00 0.338 54.50 0.413 53.00 0.421 50.00 0.391 37.00 0.402 36.50 0.422 44.50 0.511 44.00 0.456 42.00 0.283 0.336 0.390 0.465  
  51.50 0.238 52.50 0.374 54.00 0.438 52.50 0.443 49.50 0.421 36.50 0.433 36.00 0.451 44.00 0.524 43.50 0.476 41.50 0.332 0.356 0.403 0.478  
  51.00 0.302 52.00 0.416 53.50 0.465 52.00 0.467 49.00 0.453 36.00 0.465 35.50 0.481 43.50 0.537 43.00 0.497 41.00 0.389 0.376 0.417 0.490  
  50.50 0.386 51.50 0.461 53.00 0.494 51.50 0.493 48.50 0.490 35.50 0.497 35.00 0.512 43.00 0.551 42.50 0.518 40.50 0.454 0.397 0.432 0.503  
  50.00 0.494 51.00 0.510 52.50 0.524 51.00 0.520 48.00 0.530 35.00 0.529 34.50 0.543 42.50 0.565 42.00 0.539 40.00 0.524 0.418 0.446 0.516  
  49.50 0.623 50.50 0.562 52.00 0.556 50.50 0.549 47.50 0.573 34.50 0.562 34.00 0.574 42.00 0.580 41.50 0.560 39.50 0.597 0.440 0.461 0.529  
  49.00 0.757 50.00 0.616 51.50 0.589 50.00 0.579 47.00 0.618 34.00 0.594 33.50 0.606 41.50 0.595 41.00 0.581 39.00 0.671 0.463 0.477 0.543  
  48.50 0.876 49.50 0.671 51.00 0.623 49.50 0.609 46.50 0.664 33.50 0.625 33.00 0.637 41.00 0.611 40.50 0.603 38.50 0.740 0.486 0.493 0.556  
  48.00 0.967 49.00 0.725 50.50 0.657 49.00 0.640 46.00 0.711 33.00 0.657 32.50 0.668 40.50 0.627 40.00 0.624 38.00 0.802 0.509 0.509 0.570  
  47.50   48.50 0.777 50.00 0.692 48.50 0.672 45.50 0.756 32.50 0.687 32.00 0.699 40.00 0.643 39.50 0.646 37.50 0.852 0.533 0.526 0.584  
                                                     
  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  
      52.50 -0.853 53.50 -0.695 55.00 -0.610 53.50 -0.600 50.50 -0.634 37.50 -0.629 37.00 -0.606 45.00 -0.502 44.50 -0.564 42.50 -0.758 -0.683 -0.623 -0.547  
  52.00 -0.812 53.00 -0.662 54.50 -0.587 53.00 -0.579 50.00 -0.609 37.00 -0.598 36.50 -0.578 44.50 -0.489 44.00 -0.544 42.00 -0.717 -0.664 -0.610 -0.535  
  51.50 -0.762 52.50 -0.626 54.00 -0.562 52.50 -0.557 49.50 -0.579 36.50 -0.567 36.00 -0.549 44.00 -0.476 43.50 -0.524 41.50 -0.668 -0.644 -0.597 -0.522  
  51.00 -0.698 52.00 -0.584 53.50 -0.535 52.00 -0.533 49.00 -0.547 36.00 -0.535 35.50 -0.519 43.50 -0.463 43.00 -0.503 41.00 -0.611 -0.624 -0.583 -0.510  
  50.50 -0.614 51.50 -0.539 53.00 -0.506 51.50 -0.507 48.50 -0.510 35.50 -0.503 35.00 -0.488 43.00 -0.449 42.50 -0.482 40.50 -0.546 -0.603 -0.568 -0.497  
  50.00 -0.506 51.00 -0.490 52.50 -0.476 51.00 -0.480 48.00 -0.470 35.00 -0.471 34.50 -0.457 42.50 -0.435 42.00 -0.461 40.00 -0.476 -0.582 -0.554 -0.484  
  49.50 -0.377 50.50 -0.438 52.00 -0.444 50.50 -0.451 47.50 -0.427 34.50 -0.438 34.00 -0.426 42.00 -0.420 41.50 -0.440 39.50 -0.403 -0.560 -0.539 -0.471  
  49.00 -0.243 50.00 -0.384 51.50 -0.411 50.00 -0.421 47.00 -0.382 34.00 -0.406 33.50 -0.394 41.50 -0.405 41.00 -0.419 39.00 -0.329 -0.537 -0.523 -0.457  
  48.50 -0.124 49.50 -0.329 51.00 -0.377 49.50 -0.391 46.50 -0.336 33.50 -0.375 33.00 -0.363 41.00 -0.389 40.50 -0.397 38.50 -0.260 -0.514 -0.507 -0.444  
  48.00 -0.033 49.00 -0.275 50.50 -0.343 49.00 -0.360 46.00 -0.289 33.00 -0.343 32.50 -0.332 40.50 -0.373 40.00 -0.376 38.00 -0.198 -0.491 -0.491 -0.430  
  47.50   48.50 -0.223 50.00 -0.308 48.50 -0.328 45.50 -0.244 32.50 -0.313 32.00 -0.301 40.00 -0.357 39.50 -0.354 37.50 -0.148 -0.467 -0.474 -0.416