DZ Bank Put 80 NDA 20.06.2025
/ DE000DJ3S2C8
DZ Bank Put 80 NDA 20.06.2025/ DE000DJ3S2C8 /
2024-09-06 6:09:43 PM |
Chg.+0.02 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.60EUR |
+1.27% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
80.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.45 |
Intrinsic value: |
1.27 |
Implied volatility: |
0.38 |
Historic volatility: |
0.32 |
Parity: |
1.27 |
Time value: |
0.32 |
Break-even: |
64.20 |
Moneyness: |
1.19 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
1.94% |
Delta: |
-0.60 |
Theta: |
-0.01 |
Omega: |
-2.57 |
Rho: |
-0.44 |
Quote data
Open: |
1.55 |
High: |
1.61 |
Low: |
1.55 |
Previous Close: |
1.58 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.90% |
1 Month |
|
|
-18.37% |
3 Months |
|
|
+18.52% |
YTD |
|
|
+8.11% |
1 Year |
|
|
-24.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.66 |
1.51 |
1M High / 1M Low: |
1.96 |
1.51 |
6M High / 6M Low: |
2.20 |
1.01 |
High (YTD): |
2024-03-05 |
2.40 |
Low (YTD): |
2024-07-10 |
1.01 |
52W High: |
2024-03-05 |
2.40 |
52W Low: |
2024-07-10 |
1.01 |
Avg. price 1W: |
|
1.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.60 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
55.05% |
Volatility 6M: |
|
115.32% |
Volatility 1Y: |
|
92.04% |
Volatility 3Y: |
|
- |