DZ Bank Put 75 NDA 21.06.2024/  DE000DQ2WSR2  /

EUWAX
2024-06-14  6:14:15 PM Chg.+0.040 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.460EUR +9.52% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 75.00 EUR 2024-06-21 Put
 

Master data

WKN: DQ2WSR
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 75.00 EUR
Maturity: 2024-06-21
Issue date: 2024-04-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.09
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.41
Implied volatility: 0.56
Historic volatility: 0.32
Parity: 0.41
Time value: 0.06
Break-even: 70.30
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.77
Theta: -0.12
Omega: -11.65
Rho: -0.01
 

Quote data

Open: 0.400
High: 0.500
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.43%
1 Month  
+84.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.290
1M High / 1M Low: 0.460 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   465.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -