DZ Bank Put 75 NDA 20.12.2024
/ DE000DJ3S144
DZ Bank Put 75 NDA 20.12.2024/ DE000DJ3S144 /
| 8/16/2024 3:04:52 PM |
Chg.+0.01 |
Bid3:12:15 PM |
Ask3:12:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+0.88% |
1.13
Bid Size: 30,000 |
1.14
Ask Size: 30,000 |
AURUBIS AG |
75.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.97 |
| Time value: |
0.21 |
| Break-even: |
63.30 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.63% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-3.71 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.12 |
| High: |
1.15 |
| Low: |
1.10 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.73% |
| 1 Month |
|
|
+101.75% |
| 3 Months |
|
|
+71.64% |
| YTD |
|
|
+17.35% |
| 1 Year |
|
|
+0.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.14 |
| 1M High / 1M Low: |
1.50 |
0.57 |
| 6M High / 6M Low: |
1.84 |
0.45 |
| High (YTD): |
3/5/2024 |
1.84 |
| Low (YTD): |
7/10/2024 |
0.45 |
| 52W High: |
3/5/2024 |
1.84 |
| 52W Low: |
7/10/2024 |
0.45 |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
262.43% |
| Volatility 6M: |
|
158.37% |
| Volatility 1Y: |
|
128.27% |
| Volatility 3Y: |
|
- |
