DZ Bank Put 85 NDA 20.06.2025
/ DE000DJ33PT9
DZ Bank Put 85 NDA 20.06.2025/ DE000DJ33PT9 /
| 8/1/2024 6:12:08 PM |
Chg.+0.07 |
Bid8:19:39 PM |
Ask8:19:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
+4.19% |
1.76
Bid Size: 7,500 |
1.79
Ask Size: 7,500 |
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: |
-4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
1.30 |
| Time value: |
0.42 |
| Break-even: |
67.90 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.79% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-2.41 |
| Rho: |
-0.52 |
Quote data
| Open: |
1.69 |
| High: |
1.75 |
| Low: |
1.66 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.75% |
| 1 Month |
|
|
+25.18% |
| 3 Months |
|
|
+15.23% |
| YTD |
|
|
-3.87% |
| 1 Year |
|
|
+12.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.67 |
| 1M High / 1M Low: |
1.83 |
1.30 |
| 6M High / 6M Low: |
2.86 |
1.29 |
| High (YTD): |
3/5/2024 |
2.86 |
| Low (YTD): |
5/20/2024 |
1.29 |
| 52W High: |
3/5/2024 |
2.86 |
| 52W Low: |
5/20/2024 |
1.29 |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.55% |
| Volatility 6M: |
|
91.99% |
| Volatility 1Y: |
|
80.42% |
| Volatility 3Y: |
|
- |
