DZ Bank Put 80 NDA 20.12.2024
/ DE000DJ3S151
DZ Bank Put 80 NDA 20.12.2024/ DE000DJ3S151 /
2024-07-26 9:34:48 PM |
Chg.+0.030 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.120EUR |
+2.75% |
1.120 Bid Size: 3,000 |
1.150 Ask Size: 3,000 |
AURUBIS AG |
80.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ3S15 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.38 |
Historic volatility: |
0.32 |
Parity: |
0.87 |
Time value: |
0.29 |
Break-even: |
68.50 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
2.68% |
Delta: |
-0.62 |
Theta: |
-0.02 |
Omega: |
-3.83 |
Rho: |
-0.22 |
Quote data
Open: |
1.100 |
High: |
1.160 |
Low: |
1.040 |
Previous Close: |
1.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.43% |
1 Month |
|
|
+5.66% |
3 Months |
|
|
+6.67% |
YTD |
|
|
-11.81% |
1 Year |
|
|
+2.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
1.060 |
1M High / 1M Low: |
1.170 |
0.680 |
6M High / 6M Low: |
2.300 |
0.680 |
High (YTD): |
2024-03-05 |
2.300 |
Low (YTD): |
2024-07-10 |
0.680 |
52W High: |
2024-03-05 |
2.300 |
52W Low: |
2024-07-10 |
0.680 |
Avg. price 1W: |
|
1.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.887 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.352 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.382 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
127.88% |
Volatility 6M: |
|
135.88% |
Volatility 1Y: |
|
112.94% |
Volatility 3Y: |
|
- |