DZ Bank Put 80 NDA 20.06.2025
/ DE000DJ3S2C8
DZ Bank Put 80 NDA 20.06.2025/ DE000DJ3S2C8 /
| 11/11/2024 6:09:35 PM |
Chg.- |
Bid8:02:00 AM |
Ask8:02:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
- |
0.910
Bid Size: 7,500 |
0.940
Ask Size: 7,500 |
AURUBIS AG |
80.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
-0.17 |
| Time value: |
0.91 |
| Break-even: |
70.90 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-3.48 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.830 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.11% |
| 1 Month |
|
|
-52.91% |
| 3 Months |
|
|
-51.89% |
| YTD |
|
|
-39.86% |
| 1 Year |
|
|
-36.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.820 |
| 1M High / 1M Low: |
1.910 |
0.820 |
| 6M High / 6M Low: |
2.110 |
0.820 |
| High (YTD): |
3/5/2024 |
2.400 |
| Low (YTD): |
11/7/2024 |
0.820 |
| 52W High: |
3/5/2024 |
2.400 |
| 52W Low: |
11/7/2024 |
0.820 |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.568 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
118.05% |
| Volatility 6M: |
|
121.08% |
| Volatility 1Y: |
|
105.75% |
| Volatility 3Y: |
|
- |
