DZ Bank Put 40 BAYN 21.03.2025
/ DE000DJ03E25
DZ Bank Put 40 BAYN 21.03.2025/ DE000DJ03E25 /
| 2024-05-03 9:35:09 PM |
Chg.+0.010 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+0.84% |
1.200
Bid Size: 15,000 |
1.210
Ask Size: 15,000 |
BAYER AG NA O.N. |
40.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
DJ03E2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-04-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
1.20 |
| Time value: |
0.01 |
| Break-even: |
27.90 |
| Moneyness: |
1.43 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-1.70 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.180 |
| High: |
1.230 |
| Low: |
1.180 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.51% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
-1.64% |
| YTD |
|
|
+42.86% |
| 1 Year |
|
|
+344.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.190 |
| 1M High / 1M Low: |
1.390 |
1.180 |
| 6M High / 6M Low: |
1.400 |
0.400 |
| High (YTD): |
2024-03-19 |
1.400 |
| Low (YTD): |
2024-01-09 |
0.700 |
| 52W High: |
2024-03-19 |
1.400 |
| 52W Low: |
2023-07-31 |
0.200 |
| Avg. price 1W: |
|
1.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.664 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
46.26% |
| Volatility 6M: |
|
157.99% |
| Volatility 1Y: |
|
124.49% |
| Volatility 3Y: |
|
- |
