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DZ Bank Put 52 BAS 21.03.2025/  DE000DJ06DB9  /

Frankfurt Zert./DZB
2024-06-11  9:34:57 PM Chg.-0.010 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.660EUR -1.49% 0.670
Bid Size: 17,500		 0.680
Ask Size: 17,500		 BASF SE NA O.N. 52.00 - 2025-03-21 Put
 

Master data

WKN: DJ06DB
Issuer: DZ Bank AG
Currency: EUR
Underlying: BASF SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 52.00 -
Maturity: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.79
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.59
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.59
Time value: 0.10
Break-even: 45.20
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.49%
Delta: -0.62
Theta: 0.00
Omega: -4.19
Rho: -0.27
 

Quote data

Open: 0.680
High: 0.680
Low: 0.650
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.20%
1 Month  
+22.22%
3 Months
  -4.35%
YTD
  -13.16%
1 Year
  -29.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.610
1M High / 1M Low: 0.670 0.490
6M High / 6M Low: 1.160 0.440
High (YTD): 2024-01-22 1.160
Low (YTD): 2024-04-04 0.440
52W High: 2023-10-25 1.340
52W Low: 2024-04-04 0.440
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.565
Avg. volume 1M:   0.000
Avg. price 6M:   0.735
Avg. volume 6M:   0.000
Avg. price 1Y:   0.895
Avg. volume 1Y:   0.000
Volatility 1M:   83.73%
Volatility 6M:   85.06%
Volatility 1Y:   77.96%
Volatility 3Y:   -