DZ Bank Put 70 NDA 20.06.2025/  DE000DJ3S2A2  /

EUWAX
10/9/2024  6:09:03 PM Chg.+0.06 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.17EUR +5.41% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 70.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/5/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.56
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.67
Implied volatility: 0.40
Historic volatility: 0.34
Parity: 0.67
Time value: 0.48
Break-even: 58.60
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 2.70%
Delta: -0.53
Theta: -0.01
Omega: -2.93
Rho: -0.31
 

Quote data

Open: 1.11
High: 1.17
Low: 1.07
Previous Close: 1.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.38%
1 Month  
+15.84%
3 Months  
+112.73%
YTD  
+23.16%
1 Year  
+12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.17 1.01
1M High / 1M Low: 1.21 0.68
6M High / 6M Low: 1.33 0.55
High (YTD): 3/5/2024 1.59
Low (YTD): 7/10/2024 0.55
52W High: 3/5/2024 1.59
52W Low: 7/10/2024 0.55
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   0.99
Avg. volume 1M:   0.00
Avg. price 6M:   0.85
Avg. volume 6M:   0.00
Avg. price 1Y:   0.98
Avg. volume 1Y:   0.00
Volatility 1M:   227.73%
Volatility 6M:   163.56%
Volatility 1Y:   125.11%
Volatility 3Y:   -