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DZ Bank Put 55 NDA 20.12.2024/  DE000DJ3S102  /

EUWAX
2024-07-05  6:12:39 PM Chg.-0.015 Bid7:59:01 PM Ask7:59:01 PM Underlying Strike price Expiration date Option type
0.065EUR -18.75% 0.064
Bid Size: 7,500		 0.091
Ask Size: 7,500		 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: -70.64
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.33
Parity: -2.27
Time value: 0.11
Break-even: 53.90
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.79
Spread abs.: 0.03
Spread %: 37.50%
Delta: -0.09
Theta: -0.01
Omega: -6.27
Rho: -0.04
 

Quote data

Open: 0.080
High: 0.080
Low: 0.065
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -50.00%
3 Months
  -67.50%
YTD
  -75.00%
1 Year
  -81.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.080
1M High / 1M Low: 0.160 0.080
6M High / 6M Low: 0.520 0.080
High (YTD): 2024-02-13 0.520
Low (YTD): 2024-07-04 0.080
52W High: 2023-09-08 0.590
52W Low: 2024-07-04 0.080
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.258
Avg. volume 6M:   0.000
Avg. price 1Y:   0.293
Avg. volume 1Y:   0.000
Volatility 1M:   210.16%
Volatility 6M:   259.17%
Volatility 1Y:   202.95%
Volatility 3Y:   -