DZ Bank Put 85 NDA 20.12.2024
/ DE000DJ33PS1
DZ Bank Put 85 NDA 20.12.2024/ DE000DJ33PS1 /
| 17/07/2024 16:06:19 |
Chg.0.00 |
Bid16:30:02 |
Ask16:30:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
0.00% |
1.19
Bid Size: 30,000 |
1.20
Ask Size: 30,000 |
AURUBIS AG |
85.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ33PS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
14/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
0.87 |
| Time value: |
0.30 |
| Break-even: |
73.30 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.63% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-3.98 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.15 |
| High: |
1.16 |
| Low: |
1.12 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.59% |
| 1 Month |
|
|
-25.16% |
| 3 Months |
|
|
-15.94% |
| YTD |
|
|
-26.58% |
| 1 Year |
|
|
-18.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.97 |
| 1M High / 1M Low: |
1.55 |
0.97 |
| 6M High / 6M Low: |
2.81 |
0.97 |
| High (YTD): |
05/03/2024 |
2.81 |
| Low (YTD): |
10/07/2024 |
0.97 |
| 52W High: |
05/03/2024 |
2.81 |
| 52W Low: |
10/07/2024 |
0.97 |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
127.20% |
| Volatility 6M: |
|
118.14% |
| Volatility 1Y: |
|
101.73% |
| Volatility 3Y: |
|
- |
