DZ Bank Put 60 NDA 20.09.2024/  DE000DJ20QA4  /

Frankfurt Zert./DZB
2024-07-26  8:34:50 AM Chg.0.000 Bid8:50:12 AM Ask8:50:12 AM Underlying Strike price Expiration date Option type
0.044EUR 0.00% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 60.00 EUR 2024-09-20 Put
 

Master data

WKN: DJ20QA
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -87.90
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.32
Parity: -1.12
Time value: 0.08
Break-even: 59.19
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 1.71
Spread abs.: 0.03
Spread %: 58.82%
Delta: -0.13
Theta: -0.02
Omega: -11.15
Rho: -0.02
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.044
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.71%
1 Month
  -45.00%
3 Months
  -63.33%
YTD
  -84.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.035
1M High / 1M Low: 0.090 0.001
6M High / 6M Low: 0.640 0.001
High (YTD): 2024-02-13 0.640
Low (YTD): 2024-07-15 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   11,957.13%
Volatility 6M:   4,924.75%
Volatility 1Y:   -
Volatility 3Y:   -