DZ Bank Put 85 NDA 20.06.2025
/ DE000DJ33PT9
DZ Bank Put 85 NDA 20.06.2025/ DE000DJ33PT9 /
| 05/07/2024 12:06:23 |
Chg.-0.04 |
Bid05/07/2024 |
Ask05/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-2.90% |
1.34
Bid Size: 30,000 |
1.35
Ask Size: 30,000 |
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: |
-5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.33 |
| Parity: |
0.73 |
| Time value: |
0.65 |
| Break-even: |
71.20 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.22% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-2.75 |
| Rho: |
-0.50 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.33 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.79% |
| 1 Month |
|
|
-17.79% |
| 3 Months |
|
|
-31.28% |
| YTD |
|
|
-25.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.35 |
| 1M High / 1M Low: |
1.81 |
1.35 |
| 6M High / 6M Low: |
2.86 |
1.29 |
| High (YTD): |
05/03/2024 |
2.86 |
| Low (YTD): |
20/05/2024 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.76% |
| Volatility 6M: |
|
90.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
