DZ Bank Put 75 NDA 20.06.2025
/ DE000DJ3S2B0
DZ Bank Put 75 NDA 20.06.2025/ DE000DJ3S2B0 /
2024-07-30 8:35:21 PM |
Chg.+0.080 |
Bid8:36:12 PM |
Ask8:36:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.160EUR |
+7.41% |
1.150 Bid Size: 7,500 |
1.180 Ask Size: 7,500 |
AURUBIS AG |
75.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ3S2B |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.39 |
Historic volatility: |
0.32 |
Parity: |
0.33 |
Time value: |
0.78 |
Break-even: |
63.90 |
Moneyness: |
1.05 |
Premium: |
0.11 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
2.78% |
Delta: |
-0.44 |
Theta: |
-0.01 |
Omega: |
-2.84 |
Rho: |
-0.38 |
Quote data
Open: |
1.110 |
High: |
1.170 |
Low: |
1.110 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.42% |
1 Month |
|
|
+13.73% |
3 Months |
|
|
+23.40% |
YTD |
|
|
-4.13% |
1 Year |
|
|
+5.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
1.050 |
1M High / 1M Low: |
1.090 |
0.770 |
6M High / 6M Low: |
1.980 |
0.770 |
High (YTD): |
2024-03-05 |
1.980 |
Low (YTD): |
2024-07-10 |
0.770 |
52W High: |
2024-03-05 |
1.980 |
52W Low: |
2024-07-10 |
0.770 |
Avg. price 1W: |
|
1.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.906 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.246 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.287 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
64.37% |
Volatility 6M: |
|
107.55% |
Volatility 1Y: |
|
91.62% |
Volatility 3Y: |
|
- |