DZ Bank Put 70 NDA 20.06.2025
/ DE000DJ3S2A2
DZ Bank Put 70 NDA 20.06.2025/ DE000DJ3S2A2 /
| 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: |
|
- |
