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Legende: |
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Steigend |
Fallend |
15. Aug. 2023 - 19:07 h |
Stündliche Aktualisierung |
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German Power Baseload |
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Optionswert |
Monatskontrakte |
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Quartalskontrakte |
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Jahreskontrakte |
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Lieferung
Start |
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Feb'23 |
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Mar'23 |
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Apr'23 |
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May'23 |
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Q2'23 |
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Q3'23 |
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Q4'23 |
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Q1'24 |
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Q2'24 |
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Cal'24 |
Cal'25 |
Cal'26 |
Cal'27 |
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Preis |
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74.88 |
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82.63 |
|
109.71 |
|
118.00 |
|
107.00 |
|
105.47 |
|
118.58 |
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107.39 |
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105.12 |
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145.95 |
125.00 |
104.25 |
90.54 |
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Volatilität
(hist.) |
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218.7% |
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199.8% |
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170.7% |
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158.0% |
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214.0% |
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161.8% |
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204.4% |
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299.0% |
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145.9% |
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177.0% |
119.2% |
131.9% |
144.2% |
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Time to
Maturity (Tage) |
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- |
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- |
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- |
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- |
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- |
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- |
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32 |
|
97 |
|
161 |
|
97 |
359 |
620 |
881 |
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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 |
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|
|
|
77.50 |
|
85.00 |
|
112.00 |
|
120.50 |
|
109.50 |
|
108.00 |
|
121.00 |
25.628 |
110.00 |
29.643 |
107.50 |
33.849 |
119.00 |
54.491 |
104.546 |
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|
77.00 |
|
84.50 |
|
111.50 |
|
120.00 |
|
109.00 |
|
107.50 |
|
120.50 |
25.817 |
109.50 |
29.726 |
107.00 |
33.980 |
118.50 |
54.680 |
104.655 |
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|
76.50 |
|
84.00 |
|
111.00 |
|
119.50 |
|
108.50 |
|
107.00 |
|
120.00 |
26.007 |
109.00 |
29.810 |
106.50 |
34.113 |
118.00 |
54.869 |
104.764 |
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|
76.00 |
|
83.50 |
|
110.50 |
|
119.00 |
|
108.00 |
|
106.50 |
|
119.50 |
26.199 |
108.50 |
29.894 |
106.00 |
34.246 |
117.50 |
55.060 |
104.873 |
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75.50 |
|
83.00 |
|
110.00 |
|
118.50 |
|
107.50 |
|
106.00 |
|
119.00 |
26.392 |
108.00 |
29.978 |
105.50 |
34.380 |
117.00 |
55.251 |
104.983 |
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|
75.00 |
|
82.50 |
|
109.50 |
|
118.00 |
|
107.00 |
|
105.50 |
|
118.50 |
26.586 |
107.50 |
30.063 |
105.00 |
34.515 |
116.50 |
55.443 |
105.094 |
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|
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|
74.50 |
|
82.00 |
|
109.00 |
|
117.50 |
|
106.50 |
|
105.00 |
|
118.00 |
26.781 |
107.00 |
30.149 |
104.50 |
34.651 |
116.00 |
55.636 |
105.204 |
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74.00 |
|
81.50 |
|
108.50 |
|
117.00 |
|
106.00 |
|
104.50 |
|
117.50 |
26.978 |
106.50 |
30.234 |
104.00 |
34.788 |
115.50 |
55.830 |
105.316 |
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|
73.50 |
|
81.00 |
|
108.00 |
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116.50 |
|
105.50 |
|
104.00 |
|
117.00 |
27.176 |
106.00 |
30.320 |
103.50 |
34.926 |
115.00 |
56.025 |
105.427 |
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73.00 |
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80.50 |
|
107.50 |
|
116.00 |
|
105.00 |
|
103.50 |
|
116.50 |
27.375 |
105.50 |
30.407 |
103.00 |
35.065 |
114.50 |
56.221 |
105.540 |
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72.50 |
|
80.00 |
|
107.00 |
|
115.50 |
|
104.50 |
|
103.00 |
|
116.00 |
27.575 |
105.00 |
30.493 |
102.50 |
35.204 |
114.00 |
56.417 |
105.653 |
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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 |
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77.50 |
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85.00 |
|
112.00 |
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120.50 |
|
109.50 |
|
108.00 |
|
121.00 |
28.048 |
110.00 |
32.253 |
107.50 |
36.229 |
119.00 |
27.541 |
98.546 |
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|
77.00 |
|
84.50 |
|
111.50 |
|
120.00 |
|
109.00 |
|
107.50 |
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120.50 |
27.737 |
109.50 |
31.836 |
107.00 |
35.860 |
118.50 |
27.230 |
98.155 |
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|
76.50 |
|
84.00 |
|
111.00 |
|
119.50 |
|
108.50 |
|
107.00 |
|
120.00 |
27.427 |
109.00 |
31.420 |
106.50 |
35.493 |
118.00 |
26.919 |
97.764 |
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76.00 |
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83.50 |
|
110.50 |
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119.00 |
|
108.00 |
|
106.50 |
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119.50 |
27.119 |
108.50 |
31.004 |
106.00 |
35.126 |
117.50 |
26.610 |
97.373 |
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75.50 |
|
83.00 |
|
110.00 |
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118.50 |
|
107.50 |
|
106.00 |
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119.00 |
26.812 |
108.00 |
30.588 |
105.50 |
34.760 |
117.00 |
26.301 |
96.983 |
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|
75.00 |
|
82.50 |
|
109.50 |
|
118.00 |
|
107.00 |
|
105.50 |
|
118.50 |
26.506 |
107.50 |
30.173 |
105.00 |
34.395 |
116.50 |
25.993 |
96.594 |
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|
74.50 |
|
82.00 |
|
109.00 |
|
117.50 |
|
106.50 |
|
105.00 |
|
118.00 |
26.201 |
107.00 |
29.759 |
104.50 |
34.031 |
116.00 |
25.686 |
96.204 |
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|
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|
74.00 |
|
81.50 |
|
108.50 |
|
117.00 |
|
106.00 |
|
104.50 |
|
117.50 |
25.898 |
106.50 |
29.344 |
104.00 |
33.668 |
115.50 |
25.380 |
95.816 |
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|
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|
73.50 |
|
81.00 |
|
108.00 |
|
116.50 |
|
105.50 |
|
104.00 |
|
117.00 |
25.596 |
106.00 |
28.930 |
103.50 |
33.306 |
115.00 |
25.075 |
95.427 |
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|
73.00 |
|
80.50 |
|
107.50 |
|
116.00 |
|
105.00 |
|
103.50 |
|
116.50 |
25.295 |
105.50 |
28.517 |
103.00 |
32.945 |
114.50 |
24.771 |
95.040 |
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|
72.50 |
|
80.00 |
|
107.00 |
|
115.50 |
|
104.50 |
|
103.00 |
|
116.00 |
24.995 |
105.00 |
28.103 |
102.50 |
32.584 |
114.00 |
24.467 |
94.653 |
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German Power Baseload |
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Delta |
|
Monatskontrakte |
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Quartalskontrakte |
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Jahreskontrakte |
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Lieferung Start |
|
Feb'23 |
|
Mar'23 |
|
Apr'23 |
|
May'23 |
|
Apr'23 |
|
Jul'23 |
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Oct'23 |
|
Jan'24 |
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Apr'24 |
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Jan'24 |
Jan'25 |
Jan'26 |
Jan'27 |
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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 |
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|
|
77.50 |
|
85.00 |
|
112.00 |
|
120.50 |
|
109.50 |
|
108.00 |
|
121.00 |
0.598 |
110.00 |
0.630 |
107.50 |
0.655 |
148.50 |
0.641 |
0.906 |
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|
|
|
77.00 |
|
84.50 |
|
111.50 |
|
120.00 |
|
109.00 |
|
107.50 |
|
120.50 |
0.601 |
109.50 |
0.632 |
107.00 |
0.657 |
148.00 |
0.643 |
0.907 |
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|
|
|
76.50 |
|
84.00 |
|
111.00 |
|
119.50 |
|
108.50 |
|
107.00 |
|
120.00 |
0.604 |
109.00 |
0.634 |
106.50 |
0.659 |
147.50 |
0.644 |
0.907 |
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|
|
|
76.00 |
|
83.50 |
|
110.50 |
|
119.00 |
|
108.00 |
|
106.50 |
|
119.50 |
0.607 |
108.50 |
0.636 |
106.00 |
0.661 |
147.00 |
0.646 |
0.908 |
|
|
|
|
75.50 |
|
83.00 |
|
110.00 |
|
118.50 |
|
107.50 |
|
106.00 |
|
119.00 |
0.610 |
108.00 |
0.638 |
105.50 |
0.663 |
146.50 |
0.647 |
0.908 |
|
|
|
|
75.00 |
|
82.50 |
|
109.50 |
|
118.00 |
|
107.00 |
|
105.50 |
|
118.50 |
0.612 |
107.50 |
0.640 |
105.00 |
0.664 |
146.00 |
0.649 |
0.909 |
|
|
|
|
74.50 |
|
82.00 |
|
109.00 |
|
117.50 |
|
106.50 |
|
105.00 |
|
118.00 |
0.615 |
107.00 |
0.642 |
104.50 |
0.666 |
145.50 |
0.650 |
0.909 |
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|
|
|
74.00 |
|
81.50 |
|
108.50 |
|
117.00 |
|
106.00 |
|
104.50 |
|
117.50 |
0.618 |
106.50 |
0.644 |
104.00 |
0.668 |
145.00 |
0.652 |
0.910 |
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|
|
|
73.50 |
|
81.00 |
|
108.00 |
|
116.50 |
|
105.50 |
|
104.00 |
|
117.00 |
0.621 |
106.00 |
0.646 |
103.50 |
0.670 |
144.50 |
0.653 |
0.910 |
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|
|
|
73.00 |
|
80.50 |
|
107.50 |
|
116.00 |
|
105.00 |
|
103.50 |
|
116.50 |
0.624 |
105.50 |
0.648 |
103.00 |
0.672 |
144.00 |
0.655 |
0.911 |
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|
|
|
72.50 |
|
80.00 |
|
107.00 |
|
115.50 |
|
104.50 |
|
103.00 |
|
116.00 |
0.627 |
105.00 |
0.650 |
102.50 |
0.674 |
143.50 |
0.656 |
0.911 |
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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 |
|
|
|
|
77.50 |
|
85.00 |
|
112.00 |
|
120.50 |
|
109.50 |
|
108.00 |
|
121.00 |
-0.402 |
110.00 |
-0.370 |
107.50 |
-0.345 |
148.50 |
-0.359 |
-0.094 |
|
|
|
|
77.00 |
|
84.50 |
|
111.50 |
|
120.00 |
|
109.00 |
|
107.50 |
|
120.50 |
-0.399 |
109.50 |
-0.368 |
107.00 |
-0.343 |
148.00 |
-0.357 |
-0.093 |
|
|
|
|
76.50 |
|
84.00 |
|
111.00 |
|
119.50 |
|
108.50 |
|
107.00 |
|
120.00 |
-0.396 |
109.00 |
-0.366 |
106.50 |
-0.341 |
147.50 |
-0.356 |
-0.093 |
|
|
|
|
76.00 |
|
83.50 |
|
110.50 |
|
119.00 |
|
108.00 |
|
106.50 |
|
119.50 |
-0.393 |
108.50 |
-0.364 |
106.00 |
-0.339 |
147.00 |
-0.354 |
-0.092 |
|
|
|
|
75.50 |
|
83.00 |
|
110.00 |
|
118.50 |
|
107.50 |
|
106.00 |
|
119.00 |
-0.390 |
108.00 |
-0.362 |
105.50 |
-0.337 |
146.50 |
-0.353 |
-0.092 |
|
|
|
|
75.00 |
|
82.50 |
|
109.50 |
|
118.00 |
|
107.00 |
|
105.50 |
|
118.50 |
-0.388 |
107.50 |
-0.360 |
105.00 |
-0.336 |
146.00 |
-0.351 |
-0.091 |
|
|
|
|
74.50 |
|
82.00 |
|
109.00 |
|
117.50 |
|
106.50 |
|
105.00 |
|
118.00 |
-0.385 |
107.00 |
-0.358 |
104.50 |
-0.334 |
145.50 |
-0.350 |
-0.091 |
|
|
|
|
74.00 |
|
81.50 |
|
108.50 |
|
117.00 |
|
106.00 |
|
104.50 |
|
117.50 |
-0.382 |
106.50 |
-0.356 |
104.00 |
-0.332 |
145.00 |
-0.348 |
-0.090 |
|
|
|
|
73.50 |
|
81.00 |
|
108.00 |
|
116.50 |
|
105.50 |
|
104.00 |
|
117.00 |
-0.379 |
106.00 |
-0.354 |
103.50 |
-0.330 |
144.50 |
-0.347 |
-0.090 |
|
|
|
|
73.00 |
|
80.50 |
|
107.50 |
|
116.00 |
|
105.00 |
|
103.50 |
|
116.50 |
-0.376 |
105.50 |
-0.352 |
103.00 |
-0.328 |
144.00 |
-0.345 |
-0.089 |
|
|
|
|
72.50 |
|
80.00 |
|
107.00 |
|
115.50 |
|
104.50 |
|
103.00 |
|
116.00 |
-0.373 |
105.00 |
-0.350 |
102.50 |
-0.326 |
143.50 |
-0.344 |
-0.089 |
|
|
|
|
|
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|
|
|
|
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|
|
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|
|
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|
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|
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|
|
|
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|
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