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DZ Bank Put 70 NDA 20.12.2024/  DE000DJ3S136  /

Frankfurt Zert./DZB
2024-07-26  9:34:29 PM Chg.+0.010 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.510EUR +2.00% 0.510
Bid Size: 3,000		 0.540
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: -13.21
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -0.14
Time value: 0.54
Break-even: 64.60
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 5.88%
Delta: -0.40
Theta: -0.02
Omega: -5.25
Rho: -0.13
 

Quote data

Open: 0.500
High: 0.550
Low: 0.470
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month
  -1.92%
3 Months
  -5.56%
YTD
  -31.08%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.490
1M High / 1M Low: 0.530 0.290
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:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   0.803
Avg. volume 1Y:   0.000
Volatility 1M:   154.50%
Volatility 6M:   176.74%
Volatility 1Y:   142.63%
Volatility 3Y:   -