DZ Bank Put 75 NDA 20.09.2024
/ DE000DJ52KN3
DZ Bank Put 75 NDA 20.09.2024/ DE000DJ52KN3 /
30/07/2024 18:09:46 |
Chg.+0.070 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+12.73% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
75.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
01/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.38 |
Historic volatility: |
0.32 |
Parity: |
0.33 |
Time value: |
0.25 |
Break-even: |
69.20 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.03 |
Spread %: |
5.45% |
Delta: |
-0.58 |
Theta: |
-0.03 |
Omega: |
-7.19 |
Rho: |
-0.07 |
Quote data
Open: |
0.590 |
High: |
0.660 |
Low: |
0.590 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.59% |
1 Month |
|
|
+12.73% |
3 Months |
|
|
+12.73% |
YTD |
|
|
-27.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.550 |
1M High / 1M Low: |
0.630 |
0.240 |
6M High / 6M Low: |
1.790 |
0.240 |
High (YTD): |
05/03/2024 |
1.790 |
Low (YTD): |
10/07/2024 |
0.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.586 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.397 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.870 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.21% |
Volatility 6M: |
|
172.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |