DZ Bank Put 85 NDA 19.12.2025
/ DE000DY09C22
DZ Bank Put 85 NDA 19.12.2025/ DE000DY09C22 /
| 2024-12-20 9:42:23 PM |
Chg.+0.050 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+3.55% |
1.470
Bid Size: 3,000 |
1.500
Ask Size: 3,000 |
AURUBIS AG |
85.00 EUR |
2025-12-19 |
Put |
Master data
| WKN: |
DY09C2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-12-13 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.37 |
| Parity: |
0.71 |
| Time value: |
0.79 |
| Break-even: |
70.00 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.04% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-2.50 |
| Rho: |
-0.52 |
Quote data
| Open: |
1.430 |
| High: |
1.530 |
| Low: |
1.430 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.04% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.410 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
