DZ Bank Put 80 NDA 20.12.2024
/ DE000DJ3S151
DZ Bank Put 80 NDA 20.12.2024/ DE000DJ3S151 /
| 2024-07-26 12:05:29 PM |
Chg.0.00 |
Bid12:53:51 PM |
Ask12:53:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
0.00% |
1.07
Bid Size: 30,000 |
1.08
Ask Size: 30,000 |
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: |
-6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
0.88 |
| Time value: |
0.26 |
| Break-even: |
68.60 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.70% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-3.92 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.08 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.20% |
| 1 Month |
|
|
+9.00% |
| 3 Months |
|
|
+3.81% |
| YTD |
|
|
-13.49% |
| 1 Year |
|
|
-0.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.93 |
| 1M High / 1M Low: |
1.17 |
0.67 |
| 6M High / 6M Low: |
2.30 |
0.67 |
| High (YTD): |
2024-03-05 |
2.30 |
| Low (YTD): |
2024-07-10 |
0.67 |
| 52W High: |
2024-03-05 |
2.30 |
| 52W Low: |
2024-07-10 |
0.67 |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
128.86% |
| Volatility 6M: |
|
136.08% |
| Volatility 1Y: |
|
113.93% |
| Volatility 3Y: |
|
- |
