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DZ Bank Put 55 NDA 20.12.2024/  DE000DJ3S102  /

Frankfurt Zert./DZB
25/07/2024  21:35:14 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: -50.86
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -1.62
Time value: 0.14
Break-even: 53.60
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.72
Spread abs.: 0.03
Spread %: 27.27%
Delta: -0.13
Theta: -0.01
Omega: -6.50
Rho: -0.04
 

Quote data

Open: 0.120
High: 0.130
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -16.67%
3 Months
  -28.57%
YTD
  -61.54%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.130 0.058
6M High / 6M Low: 0.520 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:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   0.277
Avg. volume 1Y:   0.000
Volatility 1M:   191.69%
Volatility 6M:   265.91%
Volatility 1Y:   206.64%
Volatility 3Y:   -