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DZ Bank Put 70 NDA 20.12.2024/  DE000DJ3S136  /

Frankfurt Zert./DZB
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:   -