DZ Bank Put 55 NDA 20.12.2024
/ DE000DJ3S102
DZ Bank Put 55 NDA 20.12.2024/ DE000DJ3S102 /
30/08/2024 21:35:04 |
Chg.-0.010 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-9.09% |
0.100 Bid Size: 3,000 |
0.130 Ask Size: 3,000 |
AURUBIS AG |
55.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
05/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-48.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.33 |
Parity: |
-1.28 |
Time value: |
0.14 |
Break-even: |
53.60 |
Moneyness: |
0.81 |
Premium: |
0.21 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.03 |
Spread %: |
27.27% |
Delta: |
-0.15 |
Theta: |
-0.02 |
Omega: |
-7.23 |
Rho: |
-0.04 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
-16.67% |
YTD |
|
|
-61.54% |
1 Year |
|
|
-69.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.100 |
1M High / 1M Low: |
0.250 |
0.090 |
6M High / 6M Low: |
0.460 |
0.058 |
High (YTD): |
13/02/2024 |
0.520 |
Low (YTD): |
12/07/2024 |
0.058 |
52W High: |
07/09/2023 |
0.590 |
52W Low: |
12/07/2024 |
0.058 |
Avg. price 1W: |
|
0.108 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.171 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.260 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
392.13% |
Volatility 6M: |
|
306.25% |
Volatility 1Y: |
|
233.61% |
Volatility 3Y: |
|
- |