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DZ Bank Put 85 NDA 20.06.2025/  DE000DJ33PT9  /

Frankfurt Zert./DZB
2024-11-12  9:34:55 PM Chg.+0.320 Bid9:39:49 PM Ask9:39:49 PM Underlying Strike price Expiration date Option type
1.480EUR +27.59% 1.470
Bid Size: 7,500		 1.490
Ask Size: 7,500		 AURUBIS AG 85.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ33PT
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 85.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.87
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.32
Implied volatility: 0.43
Historic volatility: 0.35
Parity: 0.32
Time value: 0.87
Break-even: 73.10
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 2.59%
Delta: -0.46
Theta: -0.02
Omega: -3.14
Rho: -0.30
 

Quote data

Open: 1.180
High: 1.490
Low: 1.180
Previous Close: 1.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.59%
1 Month
  -35.93%
3 Months
  -34.51%
YTD
  -18.68%
1 Year
  -11.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 1.090
1M High / 1M Low: 2.370 1.090
6M High / 6M Low: 2.450 1.090
High (YTD): 2024-03-05 2.850
Low (YTD): 2024-11-07 1.090
52W High: 2024-03-05 2.850
52W Low: 2024-11-07 1.090
Avg. price 1W:   1.174
Avg. volume 1W:   0.000
Avg. price 1M:   1.699
Avg. volume 1M:   0.000
Avg. price 6M:   1.792
Avg. volume 6M:   0.000
Avg. price 1Y:   1.923
Avg. volume 1Y:   0.000
Volatility 1M:   117.47%
Volatility 6M:   107.33%
Volatility 1Y:   95.56%
Volatility 3Y:   -