DZ Bank Put 80 NDA 20.09.2024
/ DE000DJ52KP8
DZ Bank Put 80 NDA 20.09.2024/ DE000DJ52KP8 /
| 7/16/2024 12:34:43 PM |
Chg.+0.160 |
Bid12:36:52 PM |
Ask12:36:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+32.00% |
0.660
Bid Size: 30,000 |
0.670
Ask Size: 30,000 |
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: |
-14.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
0.20 |
| Time value: |
0.35 |
| Break-even: |
74.60 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-7.50 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.520 |
| High: |
0.680 |
| Low: |
0.520 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.92% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-38.32% |
| YTD |
|
|
-42.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
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: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.24% |
| Volatility 6M: |
|
169.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
