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DZ Bank Put 75 NDA 20.12.2024/  DE000DJ3S144  /

Frankfurt Zert./DZB
2024-07-05  9:05:00 AM Chg.-0.020 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.530EUR -3.64% 0.530
Bid Size: 30,000		 0.540
Ask Size: 30,000		 AURUBIS AG 75.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ3S14
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 75.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.40
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.33
Parity: -0.27
Time value: 0.58
Break-even: 69.20
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 5.45%
Delta: -0.37
Theta: -0.02
Omega: -4.95
Rho: -0.16
 

Quote data

Open: 0.550
High: 0.550
Low: 0.530
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.26%
1 Month
  -31.17%
3 Months
  -49.52%
YTD
  -46.46%
1 Year
  -48.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.550
1M High / 1M Low: 0.900 0.550
6M High / 6M Low: 1.830 0.550
High (YTD): 2024-03-05 1.830
Low (YTD): 2024-07-04 0.550
52W High: 2024-03-05 1.830
52W Low: 2024-07-04 0.550
Avg. price 1W:   0.616
Avg. volume 1W:   0.000
Avg. price 1M:   0.739
Avg. volume 1M:   0.000
Avg. price 6M:   1.104
Avg. volume 6M:   0.000
Avg. price 1Y:   1.089
Avg. volume 1Y:   0.000
Volatility 1M:   144.18%
Volatility 6M:   153.21%
Volatility 1Y:   127.02%
Volatility 3Y:   -