DZ Bank Put 55 ELG 20.12.2024
/ DE000DJ33Z65
DZ Bank Put 55 ELG 20.12.2024/ DE000DJ33Z65 /
9/20/2024 9:34:39 PM |
Chg.+0.070 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+87.50% |
0.150 Bid Size: 3,000 |
0.180 Ask Size: 3,000 |
ELMOS SEMICOND. INH ... |
55.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
DJ33Z6 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELMOS SEMICOND. INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/14/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-35.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
-0.92 |
Time value: |
0.18 |
Break-even: |
53.20 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.03 |
Spread %: |
20.00% |
Delta: |
-0.20 |
Theta: |
-0.02 |
Omega: |
-7.15 |
Rho: |
-0.04 |
Quote data
Open: |
0.080 |
High: |
0.160 |
Low: |
0.080 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
+200.00% |
3 Months |
|
|
-21.05% |
YTD |
|
|
-69.39% |
1 Year |
|
|
-79.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.080 |
1M High / 1M Low: |
0.150 |
0.001 |
6M High / 6M Low: |
0.330 |
0.001 |
High (YTD): |
1/17/2024 |
0.580 |
Low (YTD): |
8/30/2024 |
0.001 |
52W High: |
10/3/2023 |
0.890 |
52W Low: |
8/30/2024 |
0.001 |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.173 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.357 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,537.00% |
Volatility 6M: |
|
1,152.51% |
Volatility 1Y: |
|
820.20% |
Volatility 3Y: |
|
- |