DZ Bank Put 85 NDA 20.06.2025
/ DE000DJ33PT9
DZ Bank Put 85 NDA 20.06.2025/ DE000DJ33PT9 /
| 26/07/2024 21:34:33 |
Chg.+0.040 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
+2.34% |
1.740
Bid Size: 3,000 |
1.770
Ask Size: 3,000 |
AURUBIS AG |
85.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
14/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
1.37 |
| Time value: |
0.41 |
| Break-even: |
67.30 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.72% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-2.32 |
| Rho: |
-0.53 |
Quote data
| Open: |
1.730 |
| High: |
1.780 |
| Low: |
1.660 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.18% |
| 1 Month |
|
|
+8.02% |
| 3 Months |
|
|
+10.76% |
| YTD |
|
|
-3.85% |
| 1 Year |
|
|
+8.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.700 |
| 1M High / 1M Low: |
1.780 |
1.310 |
| 6M High / 6M Low: |
2.850 |
1.290 |
| High (YTD): |
05/03/2024 |
2.850 |
| Low (YTD): |
20/05/2024 |
1.290 |
| 52W High: |
05/03/2024 |
2.850 |
| 52W Low: |
20/05/2024 |
1.290 |
| Avg. price 1W: |
|
1.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.930 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
80.82% |
| Volatility 6M: |
|
91.78% |
| Volatility 1Y: |
|
79.93% |
| Volatility 3Y: |
|
- |
