DZ Bank Put 70 NDA 20.12.2024
/ DE000DJ3S136
DZ Bank Put 70 NDA 20.12.2024/ DE000DJ3S136 /
| 7/26/2024 1:04:49 PM |
Chg.0.000 |
Bid1:41:25 PM |
Ask1:41:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
0.00% |
0.490
Bid Size: 30,000 |
0.500
Ask Size: 30,000 |
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: |
-13.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
-0.12 |
| 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: |
-5.28 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.490 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.95% |
| 1 Month |
|
|
+2.04% |
| 3 Months |
|
|
-7.41% |
| YTD |
|
|
-32.43% |
| 1 Year |
|
|
-26.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.410 |
| 1M High / 1M Low: |
0.540 |
0.290 |
| 6M High / 6M Low: |
1.410 |
0.290 |
| High (YTD): |
3/5/2024 |
1.410 |
| Low (YTD): |
7/10/2024 |
0.290 |
| 52W High: |
3/5/2024 |
1.410 |
| 52W Low: |
7/10/2024 |
0.290 |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.747 |
| Avg. volume 6M: |
|
5.472 |
| Avg. price 1Y: |
|
0.805 |
| Avg. volume 1Y: |
|
2.715 |
| Volatility 1M: |
|
154.03% |
| Volatility 6M: |
|
133.25% |
| Volatility 1Y: |
|
118.30% |
| Volatility 3Y: |
|
- |
