DZ Bank Put 10 AAG/D 20.06.2025
/ DE000DJ3S0Q2
DZ Bank Put 10 AAG/D 20.06.2025/ DE000DJ3S0Q2 /
| 2024-06-03 2:35:03 PM |
Chg.+0.007 |
Bid2:50:06 PM |
Ask2:50:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
+700.00% |
0.009
Bid Size: 25,000 |
0.059
Ask Size: 25,000 |
AUMANN AG INH O.N. |
10.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ3S0Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AUMANN AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.35 |
| Parity: |
-0.84 |
| Time value: |
0.15 |
| Break-even: |
8.50 |
| Moneyness: |
0.54 |
| Premium: |
0.54 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.15 |
| Spread %: |
14,900.00% |
| Delta: |
-0.12 |
| Theta: |
0.00 |
| Omega: |
-1.47 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.001 |
| High: |
0.009 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+700.00% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-77.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.008 |
0.001 |
| 6M High / 6M Low: |
0.035 |
0.001 |
| High (YTD): |
2024-03-15 |
0.030 |
| Low (YTD): |
2024-05-31 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.016 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,518.53% |
| Volatility 6M: |
|
968.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
