DZ Bank Put 55 NDA 20.06.2025
/ DE000DJ3S177
DZ Bank Put 55 NDA 20.06.2025/ DE000DJ3S177 /
26/06/2024 21:34:43 |
Chg.+0.020 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+8.00% |
0.270 Bid Size: 3,000 |
0.300 Ask Size: 3,000 |
AURUBIS AG |
55.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
DJ3S17 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
05/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-27.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
-2.15 |
Time value: |
0.28 |
Break-even: |
52.20 |
Moneyness: |
0.72 |
Premium: |
0.32 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
12.00% |
Delta: |
-0.14 |
Theta: |
-0.01 |
Omega: |
-3.83 |
Rho: |
-0.13 |
Quote data
Open: |
0.250 |
High: |
0.280 |
Low: |
0.240 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.90% |
1 Month |
|
|
-6.90% |
3 Months |
|
|
-47.06% |
YTD |
|
|
-32.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.240 |
1M High / 1M Low: |
0.330 |
0.220 |
6M High / 6M Low: |
0.710 |
0.220 |
High (YTD): |
13/02/2024 |
0.710 |
Low (YTD): |
30/05/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.437 |
Avg. volume 6M: |
|
7.143 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.60% |
Volatility 6M: |
|
144.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |