DZ Bank Put 80 NDA 20.12.2024
/ DE000DJ3S151
DZ Bank Put 80 NDA 20.12.2024/ DE000DJ3S151 /
| 2024-06-14 9:34:56 PM |
Chg.+0.050 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+4.20% |
1.230
Bid Size: 3,000 |
1.260
Ask Size: 3,000 |
AURUBIS AG |
80.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ3S15 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.91 |
| Time value: |
0.35 |
| Break-even: |
67.40 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.44% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-3.33 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.190 |
| High: |
1.250 |
| Low: |
1.190 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.73% |
| 1 Month |
|
|
+31.91% |
| 3 Months |
|
|
-32.24% |
| YTD |
|
|
-2.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.050 |
| 1M High / 1M Low: |
1.240 |
0.790 |
| 6M High / 6M Low: |
2.300 |
0.790 |
| High (YTD): |
2024-03-05 |
2.300 |
| Low (YTD): |
2024-05-20 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.44% |
| Volatility 6M: |
|
127.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
