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DZ Bank Put 44 BAS 21.03.2025/  DE000DJ03ER0  /

EUWAX
17/05/2024  08:10:29 Chg.+0.010 Bid16:26:19 Ask16:26:19 Underlying Strike price Expiration date Option type
0.180EUR +5.88% 0.190
Bid Size: 175,000		 0.200
Ask Size: 175,000		 BASF SE NA O.N. 44.00 - 21/03/2025 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: 21/03/2025
Issue date: 13/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.54
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.51
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: -0.24
Theta: 0.00
Omega: -5.98
Rho: -0.12
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -33.33%
3 Months
  -55.00%
YTD
  -48.57%
1 Year
  -67.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.270 0.170
6M High / 6M Low: 0.580 0.170
High (YTD): 22/01/2024 0.550
Low (YTD): 16/05/2024 0.170
52W High: 25/10/2023 0.710
52W Low: 16/05/2024 0.170
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.361
Avg. volume 6M:   0.000
Avg. price 1Y:   0.459
Avg. volume 1Y:   0.000
Volatility 1M:   88.15%
Volatility 6M:   100.46%
Volatility 1Y:   91.68%
Volatility 3Y:   -