DZ Bank Put 80 NDA 20.12.2024
/ DE000DJ3S151
DZ Bank Put 80 NDA 20.12.2024/ DE000DJ3S151 /
| 7/26/2024 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 |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
12/19/2024 |
| 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): |
3/5/2024 |
2.300 |
| Low (YTD): |
7/10/2024 |
0.680 |
| 52W High: |
3/5/2024 |
2.300 |
| 52W Low: |
7/10/2024 |
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: |
|
- |
