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DZ Bank Put 36 BAYN 21.03.2025/  DE000DJ03E17  /

Frankfurt Zert./DZB
6/17/2024  8:34:52 PM Chg.+0.070 Bid6/17/2024 Ask6/17/2024 Underlying Strike price Expiration date Option type
0.990EUR +7.61% 0.990
Bid Size: 30,000		 1.000
Ask Size: 30,000		 BAYER AG NA O.N. 36.00 - 3/21/2025 Put
 

Master data

WKN: DJ03E1
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 36.00 -
Maturity: 3/21/2025
Issue date: 4/13/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.91
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.89
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 0.89
Time value: 0.04
Break-even: 26.70
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 1.09%
Delta: -0.72
Theta: 0.00
Omega: -2.10
Rho: -0.22
 

Quote data

Open: 0.910
High: 1.000
Low: 0.910
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month  
+26.92%
3 Months
  -1.00%
YTD  
+76.79%
1 Year  
+450.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.850
1M High / 1M Low: 0.920 0.770
6M High / 6M Low: 1.030 0.450
High (YTD): 3/19/2024 1.030
Low (YTD): 1/9/2024 0.450
52W High: 3/19/2024 1.030
52W Low: 8/1/2023 0.150
Avg. price 1W:   0.884
Avg. volume 1W:   0.000
Avg. price 1M:   0.829
Avg. volume 1M:   0.000
Avg. price 6M:   0.808
Avg. volume 6M:   0.000
Avg. price 1Y:   0.539
Avg. volume 1Y:   0.000
Volatility 1M:   77.38%
Volatility 6M:   79.46%
Volatility 1Y:   147.29%
Volatility 3Y:   -