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DZ Bank Put 60 NDA 20.12.2024/  DE000DJ3S110  /

EUWAX
05/07/2024  13:12:49 Chg.-0.020 Bid05/07/2024 Ask05/07/2024 Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 30,000		 0.130
Ask Size: 30,000		 AURUBIS AG 60.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 05/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -45.71
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.33
Parity: -1.77
Time value: 0.17
Break-even: 58.30
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.62
Spread abs.: 0.03
Spread %: 21.43%
Delta: -0.13
Theta: -0.01
Omega: -6.11
Rho: -0.06
 

Quote data

Open: 0.140
High: 0.140
Low: 0.120
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -47.83%
3 Months
  -63.64%
YTD
  -67.57%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.270 0.140
6M High / 6M Low: 0.740 0.140
High (YTD): 13/02/2024 0.740
Low (YTD): 04/07/2024 0.140
52W High: 13/09/2023 0.780
52W Low: 04/07/2024 0.140
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   0.429
Avg. volume 1Y:   0.000
Volatility 1M:   189.42%
Volatility 6M:   229.07%
Volatility 1Y:   180.59%
Volatility 3Y:   -