DZ Bank Put 75 NDA 20.09.2024
/ DE000DJ52KN3
DZ Bank Put 75 NDA 20.09.2024/ DE000DJ52KN3 /
| 2024-07-05 9:34:45 PM |
Chg.-0.050 |
Bid9:58:33 PM |
Ask9:58:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-14.71% |
0.290
Bid Size: 3,000 |
0.320
Ask Size: 3,000 |
AURUBIS AG |
75.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ52KN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
-0.39 |
| Time value: |
0.32 |
| Break-even: |
71.80 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
-0.33 |
| Theta: |
-0.03 |
| Omega: |
-8.22 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.280 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.21% |
| 1 Month |
|
|
-54.69% |
| 3 Months |
|
|
-68.48% |
| YTD |
|
|
-66.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.290 |
| 1M High / 1M Low: |
0.740 |
0.290 |
| 6M High / 6M Low: |
1.790 |
0.290 |
| High (YTD): |
2024-03-05 |
1.790 |
| Low (YTD): |
2024-07-05 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.965 |
| Avg. volume 6M: |
|
1.386 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.37% |
| Volatility 6M: |
|
200.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
