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DZ Bank Put 85 NDA 20.12.2024/  DE000DJ33PS1  /

Frankfurt Zert./DZB
2024-07-26  8:04:39 PM Chg.+0.040 Bid8:12:47 PM Ask8:12:47 PM Underlying Strike price Expiration date Option type
1.510EUR +2.72% 1.510
Bid Size: 7,500		 1.570
Ask Size: 7,500		 AURUBIS AG 85.00 EUR 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 EUR
Maturity: 2024-12-20
Issue date: 2023-07-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.56
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.38
Implied volatility: 0.40
Historic volatility: 0.32
Parity: 1.38
Time value: 0.18
Break-even: 69.40
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 4.00%
Delta: -0.70
Theta: -0.01
Omega: -3.19
Rho: -0.26
 

Quote data

Open: 1.490
High: 1.560
Low: 1.420
Previous Close: 1.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.05%
1 Month  
+11.85%
3 Months  
+8.63%
YTD
  -5.63%
1 Year  
+10.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.570 1.290
1M High / 1M Low: 1.570 0.970
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:   1.460
Avg. volume 1W:   0.000
Avg. price 1M:   1.215
Avg. volume 1M:   0.000
Avg. price 6M:   1.737
Avg. volume 6M:   0.000
Avg. price 1Y:   1.739
Avg. volume 1Y:   0.000
Volatility 1M:   113.27%
Volatility 6M:   119.90%
Volatility 1Y:   101.87%
Volatility 3Y:   -