DZ Bank Put 75 NDA 21.03.2025
/ DE000DQ2WSS0
DZ Bank Put 75 NDA 21.03.2025/ DE000DQ2WSS0 /
| 1/10/2025 8:31:29 AM |
Chg.0.000 |
Bid9:03:39 AM |
Ask9:03:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
0.00% |
0.530
Bid Size: 30,000 |
0.540
Ask Size: 30,000 |
AURUBIS AG |
75.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
DQ2WSS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.37 |
| Parity: |
0.16 |
| Time value: |
0.40 |
| Break-even: |
69.40 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-6.61 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+63.64% |
| 3 Months |
|
|
-58.46% |
| YTD |
|
|
+22.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.420 |
| 1M High / 1M Low: |
0.540 |
0.310 |
| 6M High / 6M Low: |
1.570 |
0.310 |
| High (YTD): |
1/9/2025 |
0.540 |
| Low (YTD): |
1/6/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.878 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.69% |
| Volatility 6M: |
|
193.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |