DZ Bank Put 75 NDA 20.12.2024
/ DE000DJ3S144
DZ Bank Put 75 NDA 20.12.2024/ DE000DJ3S144 /
2024-08-30 7:04:29 PM |
Chg.-0.010 |
Bid7:05:18 PM |
Ask7:05:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
-1.05% |
0.940 Bid Size: 10,500 |
0.960 Ask Size: 10,500 |
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: |
-6.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.39 |
Historic volatility: |
0.33 |
Parity: |
0.72 |
Time value: |
0.26 |
Break-even: |
65.20 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
3.16% |
Delta: |
-0.62 |
Theta: |
-0.02 |
Omega: |
-4.30 |
Rho: |
-0.16 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.870 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.17% |
1 Month |
|
|
+11.90% |
3 Months |
|
|
+44.62% |
YTD |
|
|
-5.05% |
1 Year |
|
|
-10.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.880 |
1M High / 1M Low: |
1.410 |
0.730 |
6M High / 6M Low: |
1.830 |
0.450 |
High (YTD): |
2024-03-05 |
1.830 |
Low (YTD): |
2024-07-10 |
0.450 |
52W High: |
2024-03-05 |
1.830 |
52W Low: |
2024-07-10 |
0.450 |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.073 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.928 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.071 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
233.41% |
Volatility 6M: |
|
180.43% |
Volatility 1Y: |
|
141.49% |
Volatility 3Y: |
|
- |