DZ Bank Put 75 NDA 20.06.2025
/ DE000DJ3S2B0
DZ Bank Put 75 NDA 20.06.2025/ DE000DJ3S2B0 /
| 2024-06-19 9:35:15 PM |
Chg.0.000 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
0.00% |
1.050
Bid Size: 3,000 |
1.080
Ask Size: 3,000 |
AURUBIS AG |
75.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ3S2B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
0.27 |
| Time value: |
0.83 |
| Break-even: |
64.10 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.83% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-2.82 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.070 |
| High: |
1.090 |
| Low: |
1.050 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.85% |
| 1 Month |
|
|
+23.26% |
| 3 Months |
|
|
-32.91% |
| YTD |
|
|
-12.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.060 |
| 1M High / 1M Low: |
1.160 |
0.810 |
| 6M High / 6M Low: |
1.980 |
0.810 |
| High (YTD): |
2024-03-05 |
1.980 |
| Low (YTD): |
2024-05-20 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.30% |
| Volatility 6M: |
|
101.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
