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DZ Bank Put 70 NDA 20.12.2024/  DE000DJ3S136  /

Frankfurt Zert./DZB
7/5/2024  9:34:39 PM Chg.-0.050 Bid9:58:33 PM Ask9:58:33 PM Underlying Strike price Expiration date Option type
0.320EUR -13.51% 0.320
Bid Size: 3,000		 0.350
Ask Size: 3,000		 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: -19.92
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.33
Parity: -0.77
Time value: 0.39
Break-even: 66.10
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 8.33%
Delta: -0.27
Theta: -0.02
Omega: -5.48
Rho: -0.12
 

Quote data

Open: 0.360
High: 0.360
Low: 0.310
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month
  -39.62%
3 Months
  -57.33%
YTD
  -56.76%
1 Year
  -60.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.370
1M High / 1M Low: 0.630 0.370
6M High / 6M Low: 1.410 0.370
High (YTD): 3/5/2024 1.410
Low (YTD): 7/4/2024 0.370
52W High: 3/5/2024 1.410
52W Low: 7/4/2024 0.370
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   0.815
Avg. volume 6M:   0.000
Avg. price 1Y:   0.824
Avg. volume 1Y:   0.000
Volatility 1M:   153.97%
Volatility 6M:   173.55%
Volatility 1Y:   141.59%
Volatility 3Y:   -