DZ Bank Put 60 NDA 20.12.2024
/ DE000DJ3S110
DZ Bank Put 60 NDA 20.12.2024/ DE000DJ3S110 /
| 2024-06-14 9:34:56 PM |
Chg.+0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.270
Bid Size: 3,000 |
0.300
Ask Size: 3,000 |
AURUBIS AG |
60.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ3S11 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
-1.09 |
| Time value: |
0.30 |
| Break-even: |
57.00 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-5.14 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.250 |
| High: |
0.280 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
+35.00% |
| 3 Months |
|
|
-46.00% |
| YTD |
|
|
-28.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.220 |
| 1M High / 1M Low: |
0.270 |
0.170 |
| 6M High / 6M Low: |
0.750 |
0.170 |
| High (YTD): |
2024-02-13 |
0.750 |
| Low (YTD): |
2024-05-20 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.36% |
| Volatility 6M: |
|
224.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
