DZ Bank Put 80 NDA 20.09.2024
/ DE000DJ52KP8
DZ Bank Put 80 NDA 20.09.2024/ DE000DJ52KP8 /
| 7/17/2024 6:34:38 PM |
Chg.+0.070 |
Bid6:58:36 PM |
Ask6:58:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+11.67% |
0.670
Bid Size: 10,500 |
0.690
Ask Size: 10,500 |
AURUBIS AG |
80.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ52KP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
0.37 |
| Time value: |
0.26 |
| Break-even: |
73.70 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
5.00% |
| Delta: |
-0.58 |
| Theta: |
-0.03 |
| Omega: |
-7.06 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.620 |
| High: |
0.670 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.89% |
| 1 Month |
|
|
-33.00% |
| 3 Months |
|
|
-26.37% |
| YTD |
|
|
-41.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.450 |
| 1M High / 1M Low: |
1.000 |
0.450 |
| 6M High / 6M Low: |
2.290 |
0.450 |
| High (YTD): |
3/5/2024 |
2.290 |
| Low (YTD): |
7/10/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.81% |
| Volatility 6M: |
|
171.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
