DZ Bank Put 68 BMW 21.03.2025
/ DE000DJ06EC5
DZ Bank Put 68 BMW 21.03.2025/ DE000DJ06EC5 /
26/08/2024 08:07:43 |
Chg.0.000 |
Bid21:07:34 |
Ask21:07:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
0.110 Bid Size: 12,000 |
0.120 Ask Size: 12,000 |
BAY.MOTOREN WERKE AG... |
68.00 - |
21/03/2025 |
Put |
Master data
WKN: |
DJ06EC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
68.00 - |
Maturity: |
21/03/2025 |
Issue date: |
19/04/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-70.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.22 |
Parity: |
-1.65 |
Time value: |
0.12 |
Break-even: |
66.80 |
Moneyness: |
0.81 |
Premium: |
0.21 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
-0.12 |
Theta: |
-0.01 |
Omega: |
-8.34 |
Rho: |
-0.06 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.67% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
-8.33% |
YTD |
|
|
-52.17% |
1 Year |
|
|
-70.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.230 |
0.110 |
6M High / 6M Low: |
0.230 |
0.080 |
High (YTD): |
17/01/2024 |
0.260 |
Low (YTD): |
15/05/2024 |
0.080 |
52W High: |
30/10/2023 |
0.430 |
52W Low: |
15/05/2024 |
0.080 |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.166 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.122 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.198 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
151.33% |
Volatility 6M: |
|
159.18% |
Volatility 1Y: |
|
128.05% |
Volatility 3Y: |
|
- |