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DZ Bank Put 75 NDA 20.12.2024/  DE000DJ3S144  /

EUWAX
17/07/2024  14:06:22 Chg.0.000 Bid14:20:29 Ask14:20:29 Underlying Strike price Expiration date Option type
0.570EUR 0.00% 0.560
Bid Size: 30,000		 0.570
Ask Size: 30,000		 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: -13.16
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.32
Parity: -0.13
Time value: 0.58
Break-even: 69.20
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 5.45%
Delta: -0.40
Theta: -0.02
Omega: -5.25
Rho: -0.15
 

Quote data

Open: 0.560
High: 0.570
Low: 0.550
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.67%
1 Month
  -35.23%
3 Months
  -26.92%
YTD
  -41.84%
1 Year
  -38.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.450
1M High / 1M Low: 0.880 0.450
6M High / 6M Low: 1.840 0.450
High (YTD): 05/03/2024 1.840
Low (YTD): 10/07/2024 0.450
52W High: 05/03/2024 1.840
52W Low: 10/07/2024 0.450
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   1.061
Avg. volume 6M:   0.000
Avg. price 1Y:   1.076
Avg. volume 1Y:   0.000
Volatility 1M:   148.83%
Volatility 6M:   119.25%
Volatility 1Y:   107.63%
Volatility 3Y:   -