DZ Bank Put 70 NDA 20.06.2025
/ DE000DJ3S2A2
DZ Bank Put 70 NDA 20.06.2025/ DE000DJ3S2A2 /
| 30/07/2024 18:09:47 |
Chg.+0.060 |
Bid19:33:50 |
Ask19:33:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+7.50% |
0.880
Bid Size: 10,500 |
0.900
Ask Size: 10,500 |
AURUBIS AG |
70.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
05/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-0.17 |
| Time value: |
0.83 |
| Break-even: |
61.70 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-3.18 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.830 |
| High: |
0.890 |
| Low: |
0.830 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
+11.69% |
| 3 Months |
|
|
+19.44% |
| YTD |
|
|
-9.47% |
| 1 Year |
|
|
-2.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.790 |
| 1M High / 1M Low: |
0.820 |
0.550 |
| 6M High / 6M Low: |
1.590 |
0.550 |
| High (YTD): |
05/03/2024 |
1.590 |
| Low (YTD): |
10/07/2024 |
0.550 |
| 52W High: |
05/03/2024 |
1.590 |
| 52W Low: |
10/07/2024 |
0.550 |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.975 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.020 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
79.16% |
| Volatility 6M: |
|
115.69% |
| Volatility 1Y: |
|
99.74% |
| Volatility 3Y: |
|
- |
