DZ Bank Put 40 BAYN 21.03.2025
/ DE000DJ03E25
DZ Bank Put 40 BAYN 21.03.2025/ DE000DJ03E25 /
| 5/17/2024 8:10:27 AM |
Chg.+0.04 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+3.70% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
40.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
DJ03E2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/13/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
1.14 |
| Time value: |
0.02 |
| Break-even: |
28.40 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-1.81 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.90% |
| 1 Month |
|
|
-18.84% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
+31.76% |
| 1 Year |
|
|
+314.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.05 |
| 1M High / 1M Low: |
1.40 |
1.05 |
| 6M High / 6M Low: |
1.45 |
0.70 |
| High (YTD): |
3/7/2024 |
1.45 |
| Low (YTD): |
1/9/2024 |
0.70 |
| 52W High: |
3/7/2024 |
1.45 |
| 52W Low: |
7/31/2023 |
0.20 |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.70 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
45.63% |
| Volatility 6M: |
|
64.51% |
| Volatility 1Y: |
|
122.85% |
| Volatility 3Y: |
|
- |
