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DZ Bank Put 44 BAS 21.03.2025/  DE000DJ03ER0  /

EUWAX
2024-05-20  8:08:56 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.180EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BASF SE NA O.N. 44.00 - 2025-03-21 Put
 

Master data

WKN: DJ03ER
Issuer: DZ Bank AG
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 44.00 -
Maturity: 2025-03-21
Issue date: 2023-04-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.44
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.49
Time value: 0.20
Break-even: 42.00
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 11.11%
Delta: -0.25
Theta: 0.00
Omega: -6.05
Rho: -0.12
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -33.33%
3 Months
  -57.14%
YTD
  -48.57%
1 Year
  -65.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.260 0.170
6M High / 6M Low: 0.580 0.170
High (YTD): 2024-01-22 0.550
Low (YTD): 2024-05-16 0.170
52W High: 2023-10-25 0.710
52W Low: 2024-05-16 0.170
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   0.457
Avg. volume 1Y:   0.000
Volatility 1M:   87.54%
Volatility 6M:   100.81%
Volatility 1Y:   92.14%
Volatility 3Y:   -