DZ Bank Put 80 NDA 20.12.2024
/ DE000DJ3S151
DZ Bank Put 80 NDA 20.12.2024/ DE000DJ3S151 /
| 8/30/2024 6:09:47 PM |
Chg.0.00 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
1.17 |
| Time value: |
0.21 |
| Break-even: |
66.20 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
4.55% |
| Delta: |
-0.69 |
| Theta: |
-0.02 |
| Omega: |
-3.40 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.25 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.21% |
| 1 Month |
|
|
+23.15% |
| 3 Months |
|
|
+49.44% |
| YTD |
|
|
+5.56% |
| 1 Year |
|
|
-25.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.27 |
| 1M High / 1M Low: |
1.96 |
1.08 |
| 6M High / 6M Low: |
2.30 |
0.67 |
| High (YTD): |
3/5/2024 |
2.30 |
| Low (YTD): |
7/10/2024 |
0.67 |
| 52W High: |
3/5/2024 |
2.30 |
| 52W Low: |
7/10/2024 |
0.67 |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.40 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
220.32% |
| Volatility 6M: |
|
160.49% |
| Volatility 1Y: |
|
124.94% |
| Volatility 3Y: |
|
- |
