DZ Bank Put 60 NDA 20.12.2024/  DE000DJ3S110  /

EUWAX
26/07/2024  15:04:55 Chg.+0.010 Bid15:40:33 Ask15:40:33 Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.210
Bid Size: 30,000
0.220
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: -32.36
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -1.12
Time value: 0.22
Break-even: 57.80
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 15.79%
Delta: -0.19
Theta: -0.02
Omega: -6.30
Rho: -0.06
 

Quote data

Open: 0.180
High: 0.200
Low: 0.180
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month     0.00%
3 Months
  -13.04%
YTD
  -45.95%
1 Year
  -48.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: 0.740 0.100
High (YTD): 13/02/2024 0.740
Low (YTD): 10/07/2024 0.100
52W High: 13/09/2023 0.780
52W Low: 10/07/2024 0.100
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.353
Avg. volume 6M:   0.000
Avg. price 1Y:   0.411
Avg. volume 1Y:   0.000
Volatility 1M:   200.61%
Volatility 6M:   233.69%
Volatility 1Y:   183.02%
Volatility 3Y:   -