DZ Bank Put 70 NDA 20.12.2024
/ DE000DJ3S136
DZ Bank Put 70 NDA 20.12.2024/ DE000DJ3S136 /
| 6/27/2024 8:34:21 AM |
Chg.+0.010 |
Bid8:51:00 AM |
Ask8:51:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+2.04% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
-0.65 |
| Time value: |
0.47 |
| Break-even: |
65.30 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
-0.30 |
| Theta: |
-0.02 |
| Omega: |
-4.89 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.38% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
-46.24% |
| YTD |
|
|
-32.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.430 |
| 1M High / 1M Low: |
0.630 |
0.430 |
| 6M High / 6M Low: |
1.410 |
0.400 |
| High (YTD): |
3/5/2024 |
1.410 |
| Low (YTD): |
5/20/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.67% |
| Volatility 6M: |
|
169.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
