DZ Bank Put 60 AZ2 19.12.2025/  DE000DJ8XB51  /

Frankfurt Zert./DZB
2024-05-24  1:35:10 PM Chg.+0.040 Bid1:38:21 PM Ask1:38:21 PM Underlying Strike price Expiration date Option type
0.930EUR +4.49% 0.930
Bid Size: 50,000
0.940
Ask Size: 50,000
ANDRITZ AG 60.00 EUR 2025-12-19 Put
 

Master data

WKN: DJ8XB5
Issuer: DZ Bank AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-26
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.79
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.44
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.44
Time value: 0.52
Break-even: 50.40
Moneyness: 1.08
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.09
Spread %: 10.34%
Delta: -0.43
Theta: 0.00
Omega: -2.51
Rho: -0.53
 

Quote data

Open: 0.910
High: 0.940
Low: 0.910
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -1.06%
3 Months  
+20.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.890
1M High / 1M Low: 1.130 0.890
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   1.002
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -