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DZ Bank Put 70 BMW 21.03.2025/  DE000DJ06ED3  /

EUWAX
2024-06-07  8:09:15 AM Chg.0.000 Bid3:48:48 PM Ask3:48:48 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.120
Bid Size: 120,000		 0.130
Ask Size: 120,000		 BAY.MOTOREN WERKE AG... 70.00 - 2025-03-21 Put
 

Master data

WKN: DJ06ED
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -65.36
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -2.15
Time value: 0.14
Break-even: 68.60
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.11
Theta: -0.01
Omega: -6.95
Rho: -0.09
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -13.33%
YTD
  -48.00%
1 Year
  -62.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.130 0.100
6M High / 6M Low: 0.290 0.090
High (YTD): 2024-01-17 0.290
Low (YTD): 2024-04-09 0.090
52W High: 2023-10-27 0.480
52W Low: 2024-04-09 0.090
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   120.37%
Volatility 6M:   120.60%
Volatility 1Y:   102.12%
Volatility 3Y:   -