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DZ Bank Put 75 NDA 20.06.2025/  DE000DJ3S2B0  /

Frankfurt Zert./DZB
30/07/2024  21:35:16 Chg.+0.070 Bid21:43:05 Ask21:43:05 Underlying Strike price Expiration date Option type
1.150EUR +6.48% 1.150
Bid Size: 7,500		 1.180
Ask Size: 7,500		 AURUBIS AG 75.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 05/07/2023
Last trading day: 19/06/2025
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  
+5.50%
1 Month  
+12.75%
3 Months  
+22.34%
YTD
  -4.96%
1 Year  
+4.55%
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): 05/03/2024 1.980
Low (YTD): 10/07/2024 0.770
52W High: 05/03/2024 1.980
52W Low: 10/07/2024 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:   -