DZ Bank Put 60 NDA 20.12.2024
/ DE000DJ3S110
DZ Bank Put 60 NDA 20.12.2024/ DE000DJ3S110 /
| 10/4/2024 6:09:40 PM |
Chg.-0.020 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
60.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ3S11 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.34 |
| Parity: |
-0.55 |
| Time value: |
0.25 |
| Break-even: |
57.50 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
-0.28 |
| Theta: |
-0.03 |
| Omega: |
-7.37 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.230 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
+91.67% |
| YTD |
|
|
-37.84% |
| 1 Year |
|
|
-56.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.350 |
0.100 |
| 6M High / 6M Low: |
0.470 |
0.100 |
| High (YTD): |
2/13/2024 |
0.740 |
| Low (YTD): |
9/19/2024 |
0.100 |
| 52W High: |
2/13/2024 |
0.740 |
| 52W Low: |
9/19/2024 |
0.100 |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.228 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.349 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
552.46% |
| Volatility 6M: |
|
357.05% |
| Volatility 1Y: |
|
260.95% |
| Volatility 3Y: |
|
- |
