DZ Bank Put 65 NDA 20.09.2024
/ DE000DJ20QB2
DZ Bank Put 65 NDA 20.09.2024/ DE000DJ20QB2 /
| 27/06/2024 10:34:51 |
Chg.+0.020 |
Bid27/06/2024 |
Ask27/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+12.50% |
0.180
Bid Size: 30,000 |
0.190
Ask Size: 30,000 |
AURUBIS AG |
65.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ20QB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-39.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
-0.94 |
| Time value: |
0.19 |
| Break-even: |
63.10 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
-0.21 |
| Theta: |
-0.02 |
| Omega: |
-8.09 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.170 |
| High: |
0.180 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-65.38% |
| YTD |
|
|
-58.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.130 |
| 1M High / 1M Low: |
0.270 |
0.130 |
| 6M High / 6M Low: |
0.940 |
0.120 |
| High (YTD): |
05/03/2024 |
0.940 |
| Low (YTD): |
20/05/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.47% |
| Volatility 6M: |
|
279.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
