DZ Bank Put 75 NDA 20.12.2024
/ DE000DJ3S144
DZ Bank Put 75 NDA 20.12.2024/ DE000DJ3S144 /
| 2024-06-21 9:35:15 PM |
Chg.+0.040 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+5.97% |
0.700
Bid Size: 3,000 |
0.730
Ask Size: 3,000 |
AURUBIS AG |
75.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ3S14 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
-0.18 |
| Time value: |
0.70 |
| Break-even: |
68.00 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-4.24 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.660 |
| High: |
0.730 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.11% |
| 1 Month |
|
|
+9.23% |
| 3 Months |
|
|
-43.20% |
| YTD |
|
|
-28.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.670 |
| 1M High / 1M Low: |
0.900 |
0.640 |
| 6M High / 6M Low: |
1.830 |
0.570 |
| High (YTD): |
2024-03-05 |
1.830 |
| Low (YTD): |
2024-05-20 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.85% |
| Volatility 6M: |
|
147.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
