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DZ Bank Put 70 NDA 20.06.2025/  DE000DJ3S2A2  /

Frankfurt Zert./DZB
2024-09-25  9:34:50 PM Chg.-0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.180EUR -1.67% 1.170
Bid Size: 3,000		 1.200
Ask Size: 3,000		 AURUBIS AG 70.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ3S2A
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.06
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.78
Implied volatility: 0.40
Historic volatility: 0.34
Parity: 0.78
Time value: 0.45
Break-even: 57.70
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 2.50%
Delta: -0.54
Theta: -0.01
Omega: -2.73
Rho: -0.34
 

Quote data

Open: 1.220
High: 1.280
Low: 1.170
Previous Close: 1.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+51.28%
1 Month  
+34.09%
3 Months  
+76.12%
YTD  
+22.92%
1 Year
  -1.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.680
1M High / 1M Low: 1.200 0.680
6M High / 6M Low: 1.270 0.560
High (YTD): 2024-03-05 1.590
Low (YTD): 2024-07-10 0.560
52W High: 2024-03-05 1.590
52W Low: 2024-07-10 0.560
Avg. price 1W:   0.916
Avg. volume 1W:   0.000
Avg. price 1M:   0.912
Avg. volume 1M:   0.000
Avg. price 6M:   0.842
Avg. volume 6M:   0.000
Avg. price 1Y:   0.983
Avg. volume 1Y:   0.000
Volatility 1M:   218.66%
Volatility 6M:   158.41%
Volatility 1Y:   120.84%
Volatility 3Y:   -