DZ Bank Put 75 NDA 20.06.2025
/ DE000DJ3S2B0
DZ Bank Put 75 NDA 20.06.2025/ DE000DJ3S2B0 /
| 9/6/2024 9:35:09 PM |
Chg.+0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+0.82% |
1.240
Bid Size: 3,000 |
1.270
Ask Size: 3,000 |
AURUBIS AG |
75.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
0.77 |
| Time value: |
0.46 |
| Break-even: |
62.80 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.52% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-2.93 |
| Rho: |
-0.38 |
Quote data
| Open: |
1.210 |
| High: |
1.260 |
| Low: |
1.190 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.24% |
| 1 Month |
|
|
-22.15% |
| 3 Months |
|
|
+13.89% |
| YTD |
|
|
+1.65% |
| 1 Year |
|
|
-31.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.160 |
| 1M High / 1M Low: |
1.580 |
1.150 |
| 6M High / 6M Low: |
1.800 |
0.770 |
| High (YTD): |
3/5/2024 |
1.980 |
| Low (YTD): |
7/10/2024 |
0.770 |
| 52W High: |
3/5/2024 |
1.980 |
| 52W Low: |
7/10/2024 |
0.770 |
| Avg. price 1W: |
|
1.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.281 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
67.26% |
| Volatility 6M: |
|
124.88% |
| Volatility 1Y: |
|
98.79% |
| Volatility 3Y: |
|
- |
