DZ Bank Put 65 NDA 20.12.2024
/ DE000DJ3S128
DZ Bank Put 65 NDA 20.12.2024/ DE000DJ3S128 /
2024-10-04 9:34:36 PM |
Chg.-0.040 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-8.89% |
- Bid Size: - |
- Ask Size: - |
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: |
-14.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.34 |
Parity: |
-0.05 |
Time value: |
0.44 |
Break-even: |
60.60 |
Moneyness: |
0.99 |
Premium: |
0.07 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.03 |
Spread %: |
7.32% |
Delta: |
-0.43 |
Theta: |
-0.03 |
Omega: |
-6.43 |
Rho: |
-0.07 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.410 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.82% |
1 Month |
|
|
+10.81% |
3 Months |
|
|
+105.00% |
YTD |
|
|
-24.07% |
1 Year |
|
|
-48.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.400 |
1M High / 1M Low: |
0.590 |
0.190 |
6M High / 6M Low: |
0.680 |
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: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.394 |
Avg. volume 1M: |
|
1,363.636 |
Avg. price 6M: |
|
0.373 |
Avg. volume 6M: |
|
230.769 |
Avg. price 1Y: |
|
0.521 |
Avg. volume 1Y: |
|
117.188 |
Volatility 1M: |
|
456.08% |
Volatility 6M: |
|
296.14% |
Volatility 1Y: |
|
219.26% |
Volatility 3Y: |
|
- |