DZ Bank Put 80 NDA 20.06.2025
/ DE000DJ3S2C8
DZ Bank Put 80 NDA 20.06.2025/ DE000DJ3S2C8 /
| 30/07/2024 21:34:49 |
Chg.+0.090 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+6.47% |
1.480
Bid Size: 3,000 |
1.510
Ask Size: 3,000 |
AURUBIS AG |
80.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
DJ3S2C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
05/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
0.83 |
| Time value: |
0.59 |
| Break-even: |
65.80 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.16% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-2.56 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.430 |
| High: |
1.500 |
| Low: |
1.420 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.23% |
| 1 Month |
|
|
+13.85% |
| 3 Months |
|
|
+23.33% |
| YTD |
|
|
-1.33% |
| 1 Year |
|
|
+12.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.360 |
| 1M High / 1M Low: |
1.420 |
1.020 |
| 6M High / 6M Low: |
2.390 |
1.020 |
| High (YTD): |
05/03/2024 |
2.390 |
| Low (YTD): |
10/07/2024 |
1.020 |
| 52W High: |
05/03/2024 |
2.390 |
| 52W Low: |
10/07/2024 |
1.020 |
| Avg. price 1W: |
|
1.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.592 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
64.19% |
| Volatility 6M: |
|
98.28% |
| Volatility 1Y: |
|
84.95% |
| Volatility 3Y: |
|
- |
