DZ Bank Put 80 NDA 20.09.2024
/ DE000DJ52KP8
DZ Bank Put 80 NDA 20.09.2024/ DE000DJ52KP8 /
| 2024-06-27 9:34:48 PM |
Chg.+0.060 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+7.32% |
0.880
Bid Size: 3,000 |
0.910
Ask Size: 3,000 |
AURUBIS AG |
80.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.33 |
| Parity: |
0.57 |
| Time value: |
0.29 |
| Break-even: |
71.50 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
-0.60 |
| Theta: |
-0.03 |
| Omega: |
-5.26 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.830 |
| High: |
0.890 |
| Low: |
0.810 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.55% |
| 1 Month |
|
|
+17.33% |
| 3 Months |
|
|
-44.65% |
| YTD |
|
|
-23.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.680 |
| 1M High / 1M Low: |
1.100 |
0.680 |
| 6M High / 6M Low: |
2.290 |
0.570 |
| High (YTD): |
2024-03-05 |
2.290 |
| Low (YTD): |
2024-05-20 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.847 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.17% |
| Volatility 6M: |
|
161.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
