DZ Bank Put 40 NDA 20.06.2025
/ DE000DJ8N730
DZ Bank Put 40 NDA 20.06.2025/ DE000DJ8N730 /
8/14/2024 9:34:50 PM |
Chg.0.000 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
0.100 Bid Size: 3,000 |
0.130 Ask Size: 3,000 |
AURUBIS AG |
40.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
DJ8N73 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
1/19/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-45.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.33 |
Parity: |
-2.37 |
Time value: |
0.14 |
Break-even: |
38.60 |
Moneyness: |
0.63 |
Premium: |
0.39 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.03 |
Spread %: |
27.27% |
Delta: |
-0.09 |
Theta: |
-0.01 |
Omega: |
-4.05 |
Rho: |
-0.06 |
Quote data
Open: |
0.110 |
High: |
0.120 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
+450.00% |
3 Months |
|
|
+83.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.110 |
1M High / 1M Low: |
0.120 |
0.020 |
6M High / 6M Low: |
0.210 |
0.020 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.086 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,539.13% |
Volatility 6M: |
|
777.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |