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DZ Bank Put 70 NDA 20.06.2025/  DE000DJ3S2A2  /

Frankfurt Zert./DZB
2024-07-30  9:35:16 PM Chg.+0.070 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.870EUR +8.75% 0.870
Bid Size: 3,000		 0.900
Ask Size: 3,000		 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: -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: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+6.10%
1 Month  
+12.99%
3 Months  
+20.83%
YTD
  -9.38%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.790
1M High / 1M Low: 0.820 0.560
6M High / 6M Low: 1.590 0.560
High (YTD): 2024-03-05 1.590
Low (YTD): 2024-07-10 0.560
52W High: 2024-03-05 1.590
52W Low: 2024-07-10 0.560
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.674
Avg. volume 1M:   0.000
Avg. price 6M:   0.972
Avg. volume 6M:   0.000
Avg. price 1Y:   1.018
Avg. volume 1Y:   78.431
Volatility 1M:   72.32%
Volatility 6M:   114.86%
Volatility 1Y:   98.71%
Volatility 3Y:   -