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: |
|
- |