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DZ Bank Put 36 BAS 21.03.2025/  DE000DJ03EP4  /

Frankfurt Zert./DZB
2024-05-16  9:34:55 PM Chg.+0.004 Bid9:58:48 PM Ask9:58:48 PM Underlying Strike price Expiration date Option type
0.059EUR +7.27% 0.060
Bid Size: 17,500		 0.080
Ask Size: 17,500		 BASF SE NA O.N. 36.00 - 2025-03-21 Put
 

Master data

WKN: DJ03EP
Issuer: DZ Bank AG
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 36.00 -
Maturity: 2025-03-21
Issue date: 2023-04-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -66.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -1.36
Time value: 0.08
Break-even: 35.25
Moneyness: 0.73
Premium: 0.29
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 36.36%
Delta: -0.09
Theta: 0.00
Omega: -6.20
Rho: -0.05
 

Quote data

Open: 0.054
High: 0.063
Low: 0.054
Previous Close: 0.055
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -41.00%
3 Months
  -60.67%
YTD
  -60.67%
1 Year
  -80.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.055
1M High / 1M Low: 0.100 0.055
6M High / 6M Low: 0.240 0.055
High (YTD): 2024-01-17 0.220
Low (YTD): 2024-05-15 0.055
52W High: 2023-06-23 0.360
52W Low: 2024-05-15 0.055
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.212
Avg. volume 1Y:   0.000
Volatility 1M:   108.49%
Volatility 6M:   117.35%
Volatility 1Y:   99.41%
Volatility 3Y:   -