DZ Bank Put 68 NDA 20.12.2024/  DE000DW83JU8  /

EUWAX
20/09/2024  18:09:48 Chg.+0.080 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.360EUR +28.57% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 68.00 - 20/12/2024 Put
 

Master data

WKN: DW83JU
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.58
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.32
Parity: -0.45
Time value: 0.39
Break-even: 64.10
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.55
Spread abs.: 0.03
Spread %: 8.33%
Delta: -0.33
Theta: -0.03
Omega: -6.14
Rho: -0.07
 

Quote data

Open: 0.290
High: 0.360
Low: 0.290
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -35.71%
3 Months
  -14.29%
YTD
  -44.62%
1 Year
  -61.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.280
1M High / 1M Low: 0.600 0.280
6M High / 6M Low: 0.940 0.240
High (YTD): 05/03/2024 1.250
Low (YTD): 10/07/2024 0.240
52W High: 05/03/2024 1.250
52W Low: 10/07/2024 0.240
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   0.663
Avg. volume 1Y:   0.000
Volatility 1M:   182.05%
Volatility 6M:   197.61%
Volatility 1Y:   152.82%
Volatility 3Y:   -