DZ Bank Put 65 NDA 20.12.2024
/ DE000DJ3S128
DZ Bank Put 65 NDA 20.12.2024/ DE000DJ3S128 /
2024-08-30 9:34:44 PM |
Chg.-0.020 |
Bid9:58:04 PM |
Ask9:58:04 PM |
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 |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2024-12-19 |
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 |
|
|
-55.00% |
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): |
2024-03-05 |
1.030 |
Low (YTD): |
2024-07-12 |
0.180 |
52W High: |
2024-03-05 |
1.030 |
52W Low: |
2024-07-12 |
0.180 |
Avg. price 1W: |
|
0.368 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.440 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.569 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
318.95% |
Volatility 6M: |
|
235.78% |
Volatility 1Y: |
|
180.49% |
Volatility 3Y: |
|
- |