DZ Bank Put 80 NDA 20.09.2024
/ DE000DJ52KP8
DZ Bank Put 80 NDA 20.09.2024/ DE000DJ52KP8 /
| 05/08/2024 12:04:35 |
Chg.+0.650 |
Bid21:58:07 |
Ask05/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+59.63% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
DJ52KP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
06/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.33 |
| Parity: |
1.63 |
| Time value: |
0.07 |
| Break-even: |
63.00 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
-0.14 |
| Spread %: |
-7.61% |
| Delta: |
-0.84 |
| Theta: |
-0.04 |
| Omega: |
-3.15 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.650 |
| High: |
1.740 |
| Low: |
1.570 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+278.26% |
| 3 Months |
|
|
+120.25% |
| YTD |
|
|
+51.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.740 |
0.500 |
| 6M High / 6M Low: |
2.290 |
0.450 |
| High (YTD): |
05/03/2024 |
2.290 |
| Low (YTD): |
10/07/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.71% |
| Volatility 6M: |
|
200.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
