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DZ Bank Put 130 BEI 21.03.2025/  DE000DJ090E0  /

Frankfurt Zert./DZB
2024-12-20  9:42:42 PM Chg.0.000 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.840EUR 0.00% 0.850
Bid Size: 4,000		 0.970
Ask Size: 4,000		 BEIERSDORF AG O.N. 130.00 - 2025-03-21 Put
 

Master data

WKN: DJ090E
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 2025-03-21
Issue date: 2023-04-24
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.66
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.72
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.72
Time value: 0.26
Break-even: 120.30
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.12
Spread %: 14.12%
Delta: -0.64
Theta: -0.02
Omega: -8.07
Rho: -0.22
 

Quote data

Open: 0.870
High: 0.950
Low: 0.830
Previous Close: 0.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.31%
1 Month
  -4.55%
3 Months  
+29.23%
YTD  
+16.67%
1 Year  
+16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.730
1M High / 1M Low: 0.980 0.650
6M High / 6M Low: 1.040 0.300
High (YTD): 2024-11-20 1.040
Low (YTD): 2024-06-17 0.260
52W High: 2024-11-20 1.040
52W Low: 2024-06-17 0.260
Avg. price 1W:   0.798
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   0.639
Avg. volume 6M:   0.000
Avg. price 1Y:   0.589
Avg. volume 1Y:   0.000
Volatility 1M:   152.20%
Volatility 6M:   171.89%
Volatility 1Y:   148.60%
Volatility 3Y:   -