DZ Bank Put 85 NDA 20.06.2025
/ DE000DJ33PT9
DZ Bank Put 85 NDA 20.06.2025/ DE000DJ33PT9 /
| 8/30/2024 9:34:38 PM |
Chg.-0.040 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.920EUR |
-2.04% |
1.920
Bid Size: 3,000 |
1.980
Ask Size: 3,000 |
AURUBIS AG |
85.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/14/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
1.67 |
| Time value: |
0.31 |
| Break-even: |
65.20 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
3.13% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-2.15 |
| Rho: |
-0.50 |
Quote data
| Open: |
1.950 |
| High: |
1.950 |
| Low: |
1.860 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.52% |
| 1 Month |
|
|
+3.78% |
| 3 Months |
|
|
+34.27% |
| YTD |
|
|
+5.49% |
| 1 Year |
|
|
-18.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.880 |
| 1M High / 1M Low: |
2.450 |
1.850 |
| 6M High / 6M Low: |
2.850 |
1.290 |
| High (YTD): |
3/5/2024 |
2.850 |
| Low (YTD): |
5/20/2024 |
1.290 |
| 52W High: |
3/5/2024 |
2.850 |
| 52W Low: |
5/20/2024 |
1.290 |
| Avg. price 1W: |
|
1.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.820 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.950 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
127.95% |
| Volatility 6M: |
|
104.16% |
| Volatility 1Y: |
|
83.50% |
| Volatility 3Y: |
|
- |
