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DZ Bank Put 36 BAS 21.03.2025/  DE000DJ03EP4  /

Frankfurt Zert./DZB
16/05/2024  12:35:27 Chg.+0.005 Bid16/05/2024 Ask16/05/2024 Underlying Strike price Expiration date Option type
0.060EUR +9.09% 0.060
Bid Size: 175,000		 0.070
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: -66.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -1.36
Time value: 0.08
Break-even: 35.25
Moneyness: 0.73
Premium: 0.29
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 36.36%
Delta: -0.09
Theta: 0.00
Omega: -6.20
Rho: -0.05
 

Quote data

Open: 0.054
High: 0.061
Low: 0.054
Previous Close: 0.055
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.69%
1 Month
  -40.00%
3 Months
  -60.00%
YTD
  -60.00%
1 Year
  -80.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.055
1M High / 1M Low: 0.100 0.055
6M High / 6M Low: 0.240 0.055
High (YTD): 17/01/2024 0.220
Low (YTD): 15/05/2024 0.055
52W High: 23/06/2023 0.360
52W Low: 15/05/2024 0.055
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.212
Avg. volume 1Y:   0.000
Volatility 1M:   108.49%
Volatility 6M:   117.35%
Volatility 1Y:   99.41%
Volatility 3Y:   -