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DZ Bank Put 70 BMW 21.03.2025/  DE000DJ06ED3  /

Frankfurt Zert./DZB
04/11/2024  21:34:46 Chg.+0.020 Bid04/11/2024 Ask04/11/2024 Underlying Strike price Expiration date Option type
0.350EUR +6.06% 0.350
Bid Size: 15,000		 0.360
Ask Size: 15,000		 BAY.MOTOREN WERKE AG... 70.00 - 21/03/2025 Put
 

Master data

WKN: DJ06ED
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 21/03/2025
Issue date: 19/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.52
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -0.32
Time value: 0.34
Break-even: 66.60
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 3.03%
Delta: -0.35
Theta: -0.02
Omega: -7.42
Rho: -0.11
 

Quote data

Open: 0.330
High: 0.350
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+45.83%
3 Months  
+59.09%
YTD  
+40.00%
1 Year
  -2.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.250
1M High / 1M Low: 0.360 0.240
6M High / 6M Low: 0.490 0.100
High (YTD): 10/09/2024 0.490
Low (YTD): 08/04/2024 0.090
52W High: 10/09/2024 0.490
52W Low: 08/04/2024 0.090
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   117.03%
Volatility 6M:   211.90%
Volatility 1Y:   171.19%
Volatility 3Y:   -