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DZ Bank Put 65 NDA 20.12.2024/  DE000DJ3S128  /

Frankfurt Zert./DZB
30/08/2024  21:34:44 Chg.-0.020 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
0.360EUR -5.26% 0.360
Bid Size: 3,000		 0.390
Ask Size: 3,000		 AURUBIS AG 65.00 EUR 20/12/2024 Put
 

Master data

WKN: DJ3S12
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 65.00 EUR
Maturity: 20/12/2024
Issue date: 05/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.51
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.33
Parity: -0.33
Time value: 0.39
Break-even: 61.10
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 8.33%
Delta: -0.35
Theta: -0.02
Omega: -6.11
Rho: -0.08
 

Quote data

Open: 0.380
High: 0.380
Low: 0.340
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month  
+20.00%
3 Months  
+20.00%
YTD
  -33.33%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.340
1M High / 1M Low: 0.680 0.300
6M High / 6M Low: 1.030 0.180
High (YTD): 05/03/2024 1.030
Low (YTD): 12/07/2024 0.180
52W High: 05/03/2024 1.030
52W Low: 12/07/2024 0.180
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   0.568
Avg. volume 1Y:   0.000
Volatility 1M:   326.72%
Volatility 6M:   236.67%
Volatility 1Y:   179.79%
Volatility 3Y:   -