DZ Bank Put 44 BAS 21.03.2025
/ DE000DJ03ER0
DZ Bank Put 44 BAS 21.03.2025/ DE000DJ03ER0 /
| 5/20/2024 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 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/13/2023 |
| Last trading day: |
3/20/2025 |
| 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 |
|
|
-5.26% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-53.85% |
| YTD |
|
|
-48.57% |
| 1 Year |
|
|
-65.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.170 |
| 1M High / 1M Low: |
0.260 |
0.170 |
| 6M High / 6M Low: |
0.580 |
0.170 |
| High (YTD): |
1/22/2024 |
0.550 |
| Low (YTD): |
5/16/2024 |
0.170 |
| 52W High: |
10/25/2023 |
0.710 |
| 52W Low: |
5/16/2024 |
0.170 |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.456 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
85.45% |
| Volatility 6M: |
|
100.60% |
| Volatility 1Y: |
|
91.96% |
| Volatility 3Y: |
|
- |
