DZ Bank Put 44 BAYN 21.03.2025
/ DE000DJ03E33
DZ Bank Put 44 BAYN 21.03.2025/ DE000DJ03E33 /
| 2024-05-03 9:35:09 PM |
Chg.+0.020 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
+1.27% |
1.590
Bid Size: 15,000 |
1.610
Ask Size: 15,000 |
BAYER AG NA O.N. |
44.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
DJ03E3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG 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: |
-1.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
1.60 |
| Time value: |
0.01 |
| Break-even: |
27.90 |
| Moneyness: |
1.57 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
1.26% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-1.30 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.570 |
| High: |
1.620 |
| Low: |
1.570 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.79% |
| 1 Month |
|
|
+1.27% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+35.90% |
| 1 Year |
|
|
+354.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.570 |
| 1M High / 1M Low: |
1.780 |
1.570 |
| 6M High / 6M Low: |
1.800 |
0.610 |
| High (YTD): |
2024-03-19 |
1.800 |
| Low (YTD): |
2024-01-09 |
1.000 |
| 52W High: |
2024-03-19 |
1.800 |
| 52W Low: |
2023-07-31 |
0.290 |
| Avg. price 1W: |
|
1.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.682 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.898 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
40.81% |
| Volatility 6M: |
|
130.10% |
| Volatility 1Y: |
|
107.41% |
| Volatility 3Y: |
|
- |
