DZ Bank Put 50 BAS 21.03.2025/  DE000DJ03ES8  /

EUWAX
2024-05-31  12:33:19 PM Chg.-0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.440EUR -10.20% -
Bid Size: -
-
Ask Size: -
BASF SE NA O.N. 50.00 - 2025-03-21 Put
 

Master data

WKN: DJ03ES
Issuer: DZ Bank AG
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-03-21
Issue date: 2023-04-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.45
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.19
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.19
Time value: 0.27
Break-even: 45.40
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 4.55%
Delta: -0.47
Theta: 0.00
Omega: -4.91
Rho: -0.22
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4.76%
3 Months
  -38.03%
YTD
  -31.25%
1 Year
  -52.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.410
1M High / 1M Low: 0.490 0.380
6M High / 6M Low: 1.000 0.360
High (YTD): 2024-01-22 0.990
Low (YTD): 2024-04-05 0.360
52W High: 2023-10-25 1.170
52W Low: 2024-04-05 0.360
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   0.636
Avg. volume 6M:   0.000
Avg. price 1Y:   0.771
Avg. volume 1Y:   0.000
Volatility 1M:   79.70%
Volatility 6M:   88.53%
Volatility 1Y:   81.72%
Volatility 3Y:   -