OverviewChartNewsTraderScreen

DZ Bank Put 70 NDA 20.12.2024/  DE000DJ3S136  /

EUWAX
26/07/2024  13:04:49 Chg.0.000 Bid13:19:20 Ask13:19:20 Underlying Strike price Expiration date Option type
0.500EUR 0.00% 0.510
Bid Size: 30,000		 0.520
Ask Size: 30,000		 AURUBIS AG 70.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 05/07/2023
Last trading day: 19/12/2024
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): 05/03/2024 1.410
Low (YTD): 10/07/2024 0.290
52W High: 05/03/2024 1.410
52W Low: 10/07/2024 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:   -