DZ Bank Put 44 BAS 21.03.2025
/ DE000DJ03ER0
DZ Bank Put 44 BAS 21.03.2025/ DE000DJ03ER0 /
| 2024-04-29 8:09:16 AM |
Chg.-0.020 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
BASF SE NA O.N. |
44.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
DJ03ER |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-04-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.48 |
| Time value: |
0.23 |
| Break-even: |
41.70 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
-0.26 |
| Theta: |
0.00 |
| Omega: |
-5.44 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.23% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
-53.33% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
-65.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.220 |
| 1M High / 1M Low: |
0.270 |
0.180 |
| 6M High / 6M Low: |
0.660 |
0.180 |
| High (YTD): |
2024-01-22 |
0.550 |
| Low (YTD): |
2024-04-05 |
0.180 |
| 52W High: |
2023-10-25 |
0.710 |
| 52W Low: |
2024-04-05 |
0.180 |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.477 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
144.33% |
| Volatility 6M: |
|
104.52% |
| Volatility 1Y: |
|
91.37% |
| Volatility 3Y: |
|
- |
