DZ Bank Put 35 DMP 20.12.2024/  DE000DJ33TX3  /

EUWAX
2024-11-05  8:18:04 AM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.440EUR - -
Bid Size: -
-
Ask Size: -
DERMAPHARM HLDG INH ... 35.00 - 2024-12-20 Put
 

Master data

WKN: DJ33TX
Issuer: DZ Bank AG
Currency: EUR
Underlying: DERMAPHARM HLDG INH O.N.
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-07-14
Last trading day: 2024-11-05
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.57
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.35
Implied volatility: 0.64
Historic volatility: 0.27
Parity: 0.35
Time value: 0.14
Break-even: 30.20
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.45
Spread abs.: 0.07
Spread %: 17.07%
Delta: -0.64
Theta: -0.03
Omega: -4.21
Rho: -0.03
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.420
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+46.67%
3 Months  
+109.52%
YTD  
+158.82%
1 Year  
+41.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.420
1M High / 1M Low: 0.500 0.270
6M High / 6M Low: 0.500 0.150
High (YTD): 2024-04-26 0.560
Low (YTD): 2024-10-01 0.150
52W High: 2024-04-26 0.560
52W Low: 2024-10-01 0.150
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.262
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   213.81%
Volatility 6M:   184.38%
Volatility 1Y:   162.67%
Volatility 3Y:   -