DZ Bank Put 65 NDA 20.06.2025
/ DE000DJ3S193
DZ Bank Put 65 NDA 20.06.2025/ DE000DJ3S193 /
2024-09-25 6:34:46 PM |
Chg.-0.020 |
Bid6:45:51 PM |
Ask6:45:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-2.27% |
0.860 Bid Size: 10,500 |
0.890 Ask Size: 10,500 |
AURUBIS AG |
65.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ3S19 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
65.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.40 |
Historic volatility: |
0.34 |
Parity: |
0.28 |
Time value: |
0.63 |
Break-even: |
55.90 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
3.41% |
Delta: |
-0.46 |
Theta: |
-0.01 |
Omega: |
-3.11 |
Rho: |
-0.27 |
Quote data
Open: |
0.890 |
High: |
0.940 |
Low: |
0.860 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+56.36% |
1 Month |
|
|
+38.71% |
3 Months |
|
|
+72.00% |
YTD |
|
|
+16.22% |
1 Year |
|
|
-10.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.470 |
1M High / 1M Low: |
0.880 |
0.470 |
6M High / 6M Low: |
0.950 |
0.400 |
High (YTD): |
2024-03-05 |
1.250 |
Low (YTD): |
2024-07-10 |
0.400 |
52W High: |
2024-03-05 |
1.250 |
52W Low: |
2024-07-10 |
0.400 |
Avg. price 1W: |
|
0.658 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.649 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.620 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.745 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
257.81% |
Volatility 6M: |
|
176.09% |
Volatility 1Y: |
|
132.95% |
Volatility 3Y: |
|
- |