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DZ Bank Put 68 BMW 21.03.2025/  DE000DJ06EC5  /

EUWAX
2024-05-03  8:08:26 AM Chg.-0.010 Bid1:02:17 PM Ask1:02:17 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.130
Bid Size: 120,000		 0.140
Ask Size: 120,000		 BAY.MOTOREN WERKE AG... 68.00 - 2025-03-21 Put
 

Master data

WKN: DJ06EC
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -72.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -3.40
Time value: 0.14
Break-even: 66.60
Moneyness: 0.67
Premium: 0.35
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 16.67%
Delta: -0.08
Theta: -0.01
Omega: -5.52
Rho: -0.08
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+20.00%
3 Months
  -33.33%
YTD
  -47.83%
1 Year
  -75.51%
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.130 0.080
6M High / 6M Low: 0.350 0.080
High (YTD): 2024-01-17 0.260
Low (YTD): 2024-04-09 0.080
52W High: 2023-05-03 0.490
52W Low: 2024-04-09 0.080
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.182
Avg. volume 6M:   0.000
Avg. price 1Y:   0.261
Avg. volume 1Y:   0.000
Volatility 1M:   196.21%
Volatility 6M:   127.94%
Volatility 1Y:   106.43%
Volatility 3Y:   -