DZ Bank Put 40 BAYN 21.03.2025
/ DE000DJ03E25
DZ Bank Put 40 BAYN 21.03.2025/ DE000DJ03E25 /
| 2024-05-03 8:09:17 AM |
Chg.-0.03 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-2.46% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.16% |
| 1 Month |
|
|
+4.39% |
| 3 Months |
|
|
-2.46% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
+325.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.19 |
| 1M High / 1M Low: |
1.40 |
1.14 |
| 6M High / 6M Low: |
1.45 |
0.40 |
| High (YTD): |
2024-03-07 |
1.45 |
| Low (YTD): |
2024-01-09 |
0.70 |
| 52W High: |
2024-03-07 |
1.45 |
| 52W Low: |
2023-07-31 |
0.20 |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
47.06% |
| Volatility 6M: |
|
158.61% |
| Volatility 1Y: |
|
123.34% |
| Volatility 3Y: |
|
- |
