DZ Bank Put 75 NDA 20.06.2025
/ DE000DJ3S2B0
DZ Bank Put 75 NDA 20.06.2025/ DE000DJ3S2B0 /
| 2024-09-25 5:05:49 PM |
Chg.-0.03 |
Bid5:37:44 PM |
Ask5:37:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-1.90% |
1.55
Bid Size: 10,500 |
1.58
Ask Size: 10,500 |
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: |
-3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
1.28 |
| Time value: |
0.32 |
| Break-even: |
59.00 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.91% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-2.37 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.59 |
| High: |
1.67 |
| Low: |
1.55 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.52% |
| 1 Month |
|
|
+27.05% |
| 3 Months |
|
|
+74.16% |
| YTD |
|
|
+29.17% |
| 1 Year |
|
|
+1.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
0.94 |
| 1M High / 1M Low: |
1.58 |
0.94 |
| 6M High / 6M Low: |
1.70 |
0.76 |
| High (YTD): |
2024-03-05 |
1.98 |
| Low (YTD): |
2024-07-10 |
0.76 |
| 52W High: |
2024-03-05 |
1.98 |
| 52W Low: |
2024-07-10 |
0.76 |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.26 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
190.06% |
| Volatility 6M: |
|
145.88% |
| Volatility 1Y: |
|
111.75% |
| Volatility 3Y: |
|
- |
