DZ Bank Put 50 NDA 20.12.2024
/ DE000DJ3S1Z1
DZ Bank Put 50 NDA 20.12.2024/ DE000DJ3S1Z1 /
2024-09-25 8:34:50 AM |
Chg.+0.010 |
Bid8:50:49 AM |
Ask8:50:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+11.11% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
50.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ3S1Z |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-51.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.34 |
Parity: |
-1.22 |
Time value: |
0.12 |
Break-even: |
48.80 |
Moneyness: |
0.80 |
Premium: |
0.22 |
Premium p.a.: |
1.29 |
Spread abs.: |
0.03 |
Spread %: |
33.33% |
Delta: |
-0.14 |
Theta: |
-0.02 |
Omega: |
-7.37 |
Rho: |
-0.02 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+426.32% |
1 Month |
|
|
+53.85% |
3 Months |
|
|
+44.93% |
YTD |
|
|
-44.44% |
1 Year |
|
|
-62.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.013 |
1M High / 1M Low: |
0.090 |
0.013 |
6M High / 6M Low: |
0.200 |
0.010 |
High (YTD): |
2024-02-13 |
0.350 |
Low (YTD): |
2024-07-12 |
0.010 |
52W High: |
2024-02-13 |
0.350 |
52W Low: |
2024-07-12 |
0.010 |
Avg. price 1W: |
|
0.045 |
Avg. volume 1W: |
|
400 |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
90.909 |
Avg. price 6M: |
|
0.082 |
Avg. volume 6M: |
|
139.535 |
Avg. price 1Y: |
|
0.150 |
Avg. volume 1Y: |
|
70.313 |
Volatility 1M: |
|
1,034.72% |
Volatility 6M: |
|
594.37% |
Volatility 1Y: |
|
428.79% |
Volatility 3Y: |
|
- |