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DZ Bank Put 75 NDA 20.12.2024/  DE000DJ3S144  /

Frankfurt Zert./DZB
25/07/2024  21:35:14 Chg.-0.040 Bid08:10:27 Ask08:10:27 Underlying Strike price Expiration date Option type
0.760EUR -5.00% 0.770
Bid Size: 10,500		 0.790
Ask Size: 10,500		 AURUBIS AG 75.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 05/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -8.58
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.38
Implied volatility: 0.37
Historic volatility: 0.32
Parity: 0.38
Time value: 0.45
Break-even: 66.70
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 3.75%
Delta: -0.52
Theta: -0.02
Omega: -4.42
Rho: -0.18
 

Quote data

Open: 0.820
High: 0.850
Low: 0.750
Previous Close: 0.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+5.56%
3 Months     0.00%
YTD
  -23.23%
1 Year
  -13.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.640
1M High / 1M Low: 0.810 0.450
6M High / 6M Low: 1.830 0.450
High (YTD): 05/03/2024 1.830
Low (YTD): 10/07/2024 0.450
52W High: 05/03/2024 1.830
52W Low: 10/07/2024 0.450
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   1.023
Avg. volume 6M:   0.000
Avg. price 1Y:   1.069
Avg. volume 1Y:   0.000
Volatility 1M:   141.36%
Volatility 6M:   156.11%
Volatility 1Y:   127.43%
Volatility 3Y:   -