DZ Bank Put 75 NDA 20.06.2025
/ DE000DJ3S2B0
DZ Bank Put 75 NDA 20.06.2025/ DE000DJ3S2B0 /
8/16/2024 6:14:36 PM |
Chg.+0.04 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.41EUR |
+2.92% |
- Bid Size: - |
- Ask Size: - |
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: |
-4.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
0.97 |
Implied volatility: |
0.39 |
Historic volatility: |
0.33 |
Parity: |
0.97 |
Time value: |
0.44 |
Break-even: |
61.00 |
Moneyness: |
1.15 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
2.19% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-2.55 |
Rho: |
-0.42 |
Quote data
Open: |
1.36 |
High: |
1.41 |
Low: |
1.34 |
Previous Close: |
1.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.62% |
1 Month |
|
|
+58.43% |
3 Months |
|
|
+56.67% |
YTD |
|
|
+17.50% |
1 Year |
|
|
+1.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.51 |
1.37 |
1M High / 1M Low: |
1.70 |
0.89 |
6M High / 6M Low: |
1.98 |
0.76 |
High (YTD): |
3/5/2024 |
1.98 |
Low (YTD): |
7/10/2024 |
0.76 |
52W High: |
3/5/2024 |
1.98 |
52W Low: |
7/10/2024 |
0.76 |
Avg. price 1W: |
|
1.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.22 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.30 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
175.90% |
Volatility 6M: |
|
126.82% |
Volatility 1Y: |
|
102.19% |
Volatility 3Y: |
|
- |