DZ Bank Put 80 NDA 20.12.2024
/ DE000DJ3S151
DZ Bank Put 80 NDA 20.12.2024/ DE000DJ3S151 /
| 2024-09-23 6:14:45 PM |
Chg.+0.61 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+54.46% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
0.99 |
| Time value: |
0.18 |
| Break-even: |
68.30 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
5.41% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-4.18 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.11 |
| High: |
1.73 |
| Low: |
1.04 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.06% |
| 1 Month |
|
|
+27.21% |
| 3 Months |
|
|
+74.75% |
| YTD |
|
|
+37.30% |
| 1 Year |
|
|
+4.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
0.96 |
| 1M High / 1M Low: |
1.54 |
0.96 |
| 6M High / 6M Low: |
1.96 |
0.67 |
| High (YTD): |
2024-03-05 |
2.30 |
| Low (YTD): |
2024-07-10 |
0.67 |
| 52W High: |
2024-03-05 |
2.30 |
| 52W Low: |
2024-07-10 |
0.67 |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
118.73% |
| Volatility 6M: |
|
165.27% |
| Volatility 1Y: |
|
127.23% |
| Volatility 3Y: |
|
- |
