DZ Bank Put 55 NDA 20.12.2024
/ DE000DJ3S102
DZ Bank Put 55 NDA 20.12.2024/ DE000DJ3S102 /
| 8/16/2024 6:14:36 PM |
Chg.+0.010 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.170
Bid Size: 10,500 |
0.190
Ask Size: 10,500 |
AURUBIS AG |
55.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ3S10 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-34.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
-1.04 |
| Time value: |
0.19 |
| Break-even: |
53.10 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
-0.19 |
| Theta: |
-0.02 |
| Omega: |
-6.55 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.150 |
| High: |
0.170 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
+112.50% |
| 3 Months |
|
|
+30.77% |
| YTD |
|
|
-34.62% |
| 1 Year |
|
|
-54.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.160 |
| 1M High / 1M Low: |
0.280 |
0.080 |
| 6M High / 6M Low: |
0.490 |
0.058 |
| High (YTD): |
2/13/2024 |
0.520 |
| Low (YTD): |
7/10/2024 |
0.058 |
| 52W High: |
9/8/2023 |
0.590 |
| 52W Low: |
7/10/2024 |
0.058 |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.271 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
440.78% |
| Volatility 6M: |
|
315.74% |
| Volatility 1Y: |
|
238.39% |
| Volatility 3Y: |
|
- |
