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DZ Bank Put 55 NDA 20.12.2024/  DE000DJ3S102  /

Frankfurt Zert./DZB
2024-09-24  11:05:04 AM Chg.+0.040 Bid2024-09-24 Ask2024-09-24 Underlying Strike price Expiration date Option type
0.200EUR +25.00% 0.200
Bid Size: 30,000		 0.210
Ask Size: 30,000		 AURUBIS AG 55.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ3S10
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 55.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -33.16
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.34
Parity: -0.80
Time value: 0.19
Break-even: 53.10
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.84
Spread abs.: 0.03
Spread %: 18.75%
Delta: -0.22
Theta: -0.02
Omega: -7.26
Rho: -0.04
 

Quote data

Open: 0.170
High: 0.200
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+181.69%
1 Month  
+81.82%
3 Months  
+66.67%
YTD
  -23.08%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.044
1M High / 1M Low: 0.160 0.044
6M High / 6M Low: 0.300 0.044
High (YTD): 2024-02-13 0.520
Low (YTD): 2024-09-19 0.044
52W High: 2024-02-13 0.520
52W Low: 2024-09-19 0.044
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.231
Avg. volume 1Y:   0.000
Volatility 1M:   652.48%
Volatility 6M:   393.45%
Volatility 1Y:   288.71%
Volatility 3Y:   -