DZ Bank Put 80 NDA 20.12.2024
/ DE000DJ3S151
DZ Bank Put 80 NDA 20.12.2024/ DE000DJ3S151 /
| 25/09/2024 14:04:32 |
Chg.+0.060 |
Bid21:58:03 |
Ask25/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+3.31% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
DJ3S15 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
05/07/2023 |
| Last trading day: |
25/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.34 |
| Parity: |
1.45 |
| Time value: |
0.50 |
| Break-even: |
60.50 |
| Moneyness: |
1.22 |
| Premium: |
0.08 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.19 |
| Spread %: |
10.80% |
| Delta: |
-0.62 |
| Theta: |
-0.06 |
| Omega: |
-2.08 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.830 |
| High: |
1.940 |
| Low: |
1.830 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+35.51% |
| 3 Months |
|
|
+156.16% |
| YTD |
|
|
+47.24% |
| 1 Year |
|
|
+16.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.870 |
0.970 |
| 6M High / 6M Low: |
1.870 |
0.680 |
| High (YTD): |
05/03/2024 |
2.300 |
| Low (YTD): |
10/07/2024 |
0.680 |
| 52W High: |
05/03/2024 |
2.300 |
| 52W Low: |
10/07/2024 |
0.680 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.361 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
270.41% |
| Volatility 6M: |
|
180.33% |
| Volatility 1Y: |
|
135.34% |
| Volatility 3Y: |
|
- |
