DZ Bank Put 80 NDA 20.06.2025
/ DE000DJ3S2C8
DZ Bank Put 80 NDA 20.06.2025/ DE000DJ3S2C8 /
| 2024-09-20 6:09:24 PM |
Chg.+0.12 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+9.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.27 |
| High: |
1.38 |
| Low: |
1.27 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.10% |
| 1 Month |
|
|
-15.34% |
| 3 Months |
|
|
+13.11% |
| YTD |
|
|
-6.76% |
| 1 Year |
|
|
-25.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.26 |
| 1M High / 1M Low: |
1.73 |
1.26 |
| 6M High / 6M Low: |
2.11 |
1.01 |
| High (YTD): |
2024-03-05 |
2.40 |
| Low (YTD): |
2024-07-10 |
1.01 |
| 52W High: |
2024-03-05 |
2.40 |
| 52W Low: |
2024-07-10 |
1.01 |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.50% |
| Volatility 6M: |
|
117.49% |
| Volatility 1Y: |
|
92.51% |
| Volatility 3Y: |
|
- |
