DZ Bank Put 70 NDA 20.12.2024
/ DE000DJ3S136
DZ Bank Put 70 NDA 20.12.2024/ DE000DJ3S136 /
2024-08-30 9:34:44 PM |
Chg.-0.020 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-3.23% |
0.600 Bid Size: 3,000 |
0.630 Ask Size: 3,000 |
AURUBIS AG |
70.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ3S13 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.39 |
Historic volatility: |
0.33 |
Parity: |
0.17 |
Time value: |
0.46 |
Break-even: |
63.70 |
Moneyness: |
1.02 |
Premium: |
0.07 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
5.00% |
Delta: |
-0.48 |
Theta: |
-0.02 |
Omega: |
-5.24 |
Rho: |
-0.12 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.560 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
+33.33% |
YTD |
|
|
-18.92% |
1 Year |
|
|
-42.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.570 |
1M High / 1M Low: |
1.020 |
0.480 |
6M High / 6M Low: |
1.410 |
0.290 |
High (YTD): |
2024-03-05 |
1.410 |
Low (YTD): |
2024-07-12 |
0.290 |
52W High: |
2024-03-05 |
1.410 |
52W Low: |
2024-07-12 |
0.290 |
Avg. price 1W: |
|
0.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.732 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.654 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.794 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
282.25% |
Volatility 6M: |
|
208.36% |
Volatility 1Y: |
|
160.07% |
Volatility 3Y: |
|
- |