DZ Bank Put 70 NDA 20.12.2024
/ DE000DJ3S136
DZ Bank Put 70 NDA 20.12.2024/ DE000DJ3S136 /
| 7/5/2024 11:05:40 AM |
Chg.-0.040 |
Bid7/5/2024 |
Ask7/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-11.11% |
0.320
Bid Size: 30,000 |
0.330
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: |
-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: |
0.320 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.46% |
| 1 Month |
|
|
-40.74% |
| 3 Months |
|
|
-56.76% |
| YTD |
|
|
-56.76% |
| 1 Year |
|
|
-60.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.360 |
| 1M High / 1M Low: |
0.630 |
0.360 |
| 6M High / 6M Low: |
1.410 |
0.360 |
| High (YTD): |
3/5/2024 |
1.410 |
| Low (YTD): |
7/4/2024 |
0.360 |
| 52W High: |
3/5/2024 |
1.410 |
| 52W Low: |
7/4/2024 |
0.360 |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.816 |
| Avg. volume 6M: |
|
5.472 |
| Avg. price 1Y: |
|
0.826 |
| Avg. volume 1Y: |
|
2.715 |
| Volatility 1M: |
|
152.93% |
| Volatility 6M: |
|
129.33% |
| Volatility 1Y: |
|
117.15% |
| Volatility 3Y: |
|
- |
