OverviewChartNewsTraderScreen

DZ Bank Put 80 NDA 20.06.2025/  DE000DJ3S2C8  /

Frankfurt Zert./DZB
2024-09-20  9:34:32 PM Chg.+0.110 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.370EUR +8.73% 1.370
Bid Size: 3,000		 1.400
Ask Size: 3,000		 AURUBIS AG 80.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ3S2C
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.01
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 0.99
Implied volatility: 0.38
Historic volatility: 0.32
Parity: 0.99
Time value: 0.41
Break-even: 66.00
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 2.19%
Delta: -0.57
Theta: -0.01
Omega: -2.84
Rho: -0.40
 

Quote data

Open: 1.280
High: 1.380
Low: 1.250
Previous Close: 1.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.74%
1 Month
  -16.46%
3 Months  
+12.30%
YTD
  -8.67%
1 Year
  -25.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.570 1.260
1M High / 1M Low: 1.710 1.260
6M High / 6M Low: 2.020 1.020
High (YTD): 2024-03-05 2.390
Low (YTD): 2024-07-10 1.020
52W High: 2024-03-05 2.390
52W Low: 2024-07-10 1.020
Avg. price 1W:   1.418
Avg. volume 1W:   0.000
Avg. price 1M:   1.564
Avg. volume 1M:   0.000
Avg. price 6M:   1.417
Avg. volume 6M:   0.000
Avg. price 1Y:   1.576
Avg. volume 1Y:   0.000
Volatility 1M:   80.79%
Volatility 6M:   114.52%
Volatility 1Y:   90.27%
Volatility 3Y:   -