DZ Bank Put 36 BAS 21.03.2025
/ DE000DJ03EP4
DZ Bank Put 36 BAS 21.03.2025/ DE000DJ03EP4 /
| 2024-04-29 9:35:09 PM |
Chg.-0.002 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-2.82% |
0.069
Bid Size: 17,500 |
0.089
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: |
-53.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-1.28 |
| Time value: |
0.09 |
| Break-even: |
35.09 |
| Moneyness: |
0.74 |
| Premium: |
0.28 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
28.17% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-5.77 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.070 |
| High: |
0.075 |
| Low: |
0.068 |
| Previous Close: |
0.071 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.75% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
-56.88% |
| YTD |
|
|
-54.00% |
| 1 Year |
|
|
-79.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.071 |
| 1M High / 1M Low: |
0.100 |
0.060 |
| 6M High / 6M Low: |
0.300 |
0.060 |
| High (YTD): |
2024-01-17 |
0.220 |
| Low (YTD): |
2024-04-04 |
0.060 |
| 52W High: |
2023-06-23 |
0.360 |
| 52W Low: |
2024-04-04 |
0.060 |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.223 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
201.08% |
| Volatility 6M: |
|
120.74% |
| Volatility 1Y: |
|
99.23% |
| Volatility 3Y: |
|
- |
