DZ Bank Put 85 NDA 20.12.2024
/ DE000DJ33PS1
DZ Bank Put 85 NDA 20.12.2024/ DE000DJ33PS1 /
| 2024-08-05 12:04:57 PM |
Chg.+0.600 |
Bid9:58:05 PM |
Ask2024-08-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.250EUR |
+36.36% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
85.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ33PS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-08-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.33 |
| Parity: |
1.67 |
| Time value: |
0.55 |
| Break-even: |
62.80 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
-0.13 |
| Spread %: |
-5.53% |
| Delta: |
-0.61 |
| Theta: |
-0.04 |
| Omega: |
-1.87 |
| Rho: |
-0.19 |
Quote data
| Open: |
2.170 |
| High: |
2.250 |
| Low: |
2.100 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+58.45% |
| 3 Months |
|
|
+85.95% |
| YTD |
|
|
+40.63% |
| 1 Year |
|
|
+11.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.250 |
1.420 |
| 6M High / 6M Low: |
2.810 |
0.970 |
| High (YTD): |
2024-03-05 |
2.810 |
| Low (YTD): |
2024-07-10 |
0.970 |
| 52W High: |
2024-03-05 |
2.810 |
| 52W Low: |
2024-07-10 |
0.970 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.698 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.753 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
268.98% |
| Volatility 6M: |
|
140.59% |
| Volatility 1Y: |
|
107.88% |
| Volatility 3Y: |
|
- |
