DZ Bank Put 80 NDA 20.09.2024
/ DE000DJ52KP8
DZ Bank Put 80 NDA 20.09.2024/ DE000DJ52KP8 /
| 2024-06-14 6:09:39 PM |
Chg.+0.04 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
+3.81% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ52KP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
0.91 |
| Time value: |
0.21 |
| Break-even: |
68.80 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
2.75% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-4.23 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.03 |
| High: |
1.12 |
| Low: |
1.03 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.11% |
| 1 Month |
|
|
+67.69% |
| 3 Months |
|
|
-39.44% |
| YTD |
|
|
-4.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.90 |
| 1M High / 1M Low: |
1.09 |
0.57 |
| 6M High / 6M Low: |
2.30 |
0.57 |
| High (YTD): |
2024-03-05 |
2.30 |
| Low (YTD): |
2024-05-20 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.83% |
| Volatility 6M: |
|
155.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
