OverviewChartNewsTraderScreen

DZ Bank Put 70 BMW 21.03.2025/  DE000DJ06ED3  /

EUWAX
2024-11-04  12:50:17 PM Chg.-0.050 Bid3:58:19 PM Ask3:58:19 PM Underlying Strike price Expiration date Option type
0.310EUR -13.89% 0.330
Bid Size: 150,000		 0.340
Ask Size: 150,000		 BAY.MOTOREN WERKE AG... 70.00 - 2025-03-21 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: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
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: 0.320
High: 0.320
Low: 0.310
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.17%
1 Month  
+29.17%
3 Months  
+55.00%
YTD  
+24.00%
1 Year
  -13.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.240
1M High / 1M Low: 0.360 0.240
6M High / 6M Low: 0.490 0.100
High (YTD): 2024-09-11 0.490
Low (YTD): 2024-04-09 0.090
52W High: 2024-09-11 0.490
52W Low: 2024-04-09 0.090
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.196
Avg. volume 1Y:   0.000
Volatility 1M:   121.29%
Volatility 6M:   201.60%
Volatility 1Y:   164.89%
Volatility 3Y:   -