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: |
|
- |