DZ Bank Put 75 NDA 20.06.2025
/ DE000DJ3S2B0
DZ Bank Put 75 NDA 20.06.2025/ DE000DJ3S2B0 /
| 2024-07-30 8:09:50 AM |
Chg.+0.03 |
Bid10:36:37 AM |
Ask10:36:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+2.78% |
1.14
Bid Size: 30,000 |
1.15
Ask Size: 30,000 |
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: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.83% |
| 1 Month |
|
|
+9.90% |
| 3 Months |
|
|
+18.09% |
| YTD |
|
|
-7.50% |
| 1 Year |
|
|
+0.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
1.06 |
| 1M High / 1M Low: |
1.09 |
0.76 |
| 6M High / 6M Low: |
1.98 |
0.76 |
| High (YTD): |
2024-03-05 |
1.98 |
| Low (YTD): |
2024-07-10 |
0.76 |
| 52W High: |
2024-03-05 |
1.98 |
| 52W Low: |
2024-07-10 |
0.76 |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
64.93% |
| Volatility 6M: |
|
106.64% |
| Volatility 1Y: |
|
91.72% |
| Volatility 3Y: |
|
- |
