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DZ Bank Put 55 NDA 20.12.2024/  DE000DJ3S102  /

Frankfurt Zert./DZB
2024-07-26  9:34:48 PM Chg.0.000 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 3,000		 0.130
Ask Size: 3,000		 AURUBIS AG 55.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -54.88
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.32
Parity: -1.64
Time value: 0.13
Break-even: 53.70
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.74
Spread abs.: 0.03
Spread %: 30.00%
Delta: -0.12
Theta: -0.01
Omega: -6.72
Rho: -0.04
 

Quote data

Open: 0.100
High: 0.130
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -23.08%
3 Months
  -23.08%
YTD
  -61.54%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.110 0.058
6M High / 6M Low: 0.520 0.058
High (YTD): 2024-02-13 0.520
Low (YTD): 2024-07-12 0.058
52W High: 2023-09-07 0.590
52W Low: 2024-07-12 0.058
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.222
Avg. volume 6M:   0.000
Avg. price 1Y:   0.276
Avg. volume 1Y:   0.000
Volatility 1M:   162.51%
Volatility 6M:   265.91%
Volatility 1Y:   207.16%
Volatility 3Y:   -