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DZ Bank Put 36 BAS 21.03.2025/  DE000DJ03EP4  /

Frankfurt Zert./DZB
05/06/2024  12:35:01 Chg.+0.003 Bid12:58:06 Ask12:58:06 Underlying Strike price Expiration date Option type
0.064EUR +4.92% 0.065
Bid Size: 175,000		 0.075
Ask Size: 175,000		 BASF SE NA O.N. 36.00 - 21/03/2025 Put
 

Master data

WKN: DJ03EP
Issuer: DZ Bank AG
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 36.00 -
Maturity: 21/03/2025
Issue date: 13/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -58.46
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -1.14
Time value: 0.08
Break-even: 35.19
Moneyness: 0.76
Premium: 0.26
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 32.79%
Delta: -0.11
Theta: 0.00
Omega: -6.49
Rho: -0.05
 

Quote data

Open: 0.060
High: 0.066
Low: 0.060
Previous Close: 0.061
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.54%
1 Month
  -4.48%
3 Months
  -50.77%
YTD
  -57.33%
1 Year
  -78.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.053
1M High / 1M Low: 0.065 0.053
6M High / 6M Low: 0.230 0.053
High (YTD): 17/01/2024 0.220
Low (YTD): 31/05/2024 0.053
52W High: 23/06/2023 0.360
52W Low: 31/05/2024 0.053
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   0.198
Avg. volume 1Y:   0.000
Volatility 1M:   115.41%
Volatility 6M:   120.57%
Volatility 1Y:   101.71%
Volatility 3Y:   -