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DZ Bank Put 68 NDA 20.12.2024/  DE000DW83JU8  /

Frankfurt Zert./DZB
2024-05-23  9:04:40 AM Chg.+0.020 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
0.510EUR +4.08% 0.510
Bid Size: 30,000		 0.520
Ask Size: 30,000		 AURUBIS AG 68.00 - 2024-12-20 Put
 

Master data

WKN: DW83JU
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -14.54
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.33
Parity: -0.62
Time value: 0.51
Break-even: 62.90
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 6.25%
Delta: -0.30
Theta: -0.02
Omega: -4.43
Rho: -0.16
 

Quote data

Open: 0.500
High: 0.510
Low: 0.500
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.50%
1 Month     0.00%
3 Months
  -55.65%
YTD
  -22.73%
1 Year
  -43.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.340
1M High / 1M Low: 0.800 0.340
6M High / 6M Low: 1.250 0.340
High (YTD): 2024-03-05 1.250
Low (YTD): 2024-05-20 0.340
52W High: 2024-03-05 1.250
52W Low: 2024-05-20 0.340
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   0.767
Avg. volume 6M:   0.000
Avg. price 1Y:   0.775
Avg. volume 1Y:   0.000
Volatility 1M:   371.85%
Volatility 6M:   174.20%
Volatility 1Y:   141.70%
Volatility 3Y:   -