DZ Bank Put 60 NDA 20.09.2024
/ DE000DJ20QA4
DZ Bank Put 60 NDA 20.09.2024/ DE000DJ20QA4 /
| 2024-06-21 9:35:08 PM |
Chg.+0.010 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+12.50% |
0.080
Bid Size: 3,000 |
0.110
Ask Size: 3,000 |
AURUBIS AG |
60.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ20QA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-69.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
-1.68 |
| Time value: |
0.11 |
| Break-even: |
58.90 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-7.92 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.075 |
| High: |
0.100 |
| Low: |
0.075 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-70.97% |
| YTD |
|
|
-68.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.080 |
| 1M High / 1M Low: |
0.140 |
0.080 |
| 6M High / 6M Low: |
0.640 |
0.063 |
| High (YTD): |
2024-02-13 |
0.640 |
| Low (YTD): |
2024-05-20 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.35% |
| Volatility 6M: |
|
332.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
