DZ Bank Put 80 NDA 20.06.2025
/ DE000DJ3S2C8
DZ Bank Put 80 NDA 20.06.2025/ DE000DJ3S2C8 /
| 09/10/2024 12:05:58 |
Chg.-0.03 |
Bid09/10/2024 |
Ask09/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
-1.60% |
1.85
Bid Size: 30,000 |
1.87
Ask Size: 30,000 |
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: |
-3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
1.67 |
| Time value: |
0.28 |
| Break-even: |
60.60 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.19% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-2.12 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.85 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.94% |
| 1 Month |
|
|
+8.19% |
| 3 Months |
|
|
+76.19% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
+8.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.73 |
| 1M High / 1M Low: |
1.98 |
1.26 |
| 6M High / 6M Low: |
2.11 |
1.01 |
| High (YTD): |
05/03/2024 |
2.40 |
| Low (YTD): |
10/07/2024 |
1.01 |
| 52W High: |
05/03/2024 |
2.40 |
| 52W Low: |
10/07/2024 |
1.01 |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
161.87% |
| Volatility 6M: |
|
130.30% |
| Volatility 1Y: |
|
100.82% |
| Volatility 3Y: |
|
- |
