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DZ Bank Put 70 NDA 20.06.2025/  DE000DJ3S2A2  /

EUWAX
2024-07-31  6:09:42 PM Chg.-0.110 Bid2024-07-31 Ask2024-07-31 Underlying Strike price Expiration date Option type
0.750EUR -12.79% 0.750
Bid Size: 10,500		 0.780
Ask Size: 10,500		 AURUBIS AG 70.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ3S2A
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.86
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -0.07
Time value: 0.90
Break-even: 61.00
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 3.45%
Delta: -0.38
Theta: -0.01
Omega: -3.00
Rho: -0.32
 

Quote data

Open: 0.850
High: 0.850
Low: 0.740
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -2.60%
3 Months  
+4.17%
YTD
  -21.05%
1 Year
  -8.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.790
1M High / 1M Low: 0.860 0.550
6M High / 6M Low: 1.590 0.550
High (YTD): 2024-03-05 1.590
Low (YTD): 2024-07-10 0.550
52W High: 2024-03-05 1.590
52W Low: 2024-07-10 0.550
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   0.972
Avg. volume 6M:   0.000
Avg. price 1Y:   1.019
Avg. volume 1Y:   0.000
Volatility 1M:   80.05%
Volatility 6M:   116.07%
Volatility 1Y:   99.81%
Volatility 3Y:   -