DZ Bank Put 60 ELG 20.06.2025
/ DE000DJ330D2
DZ Bank Put 60 ELG 20.06.2025/ DE000DJ330D2 /
26/09/2024 11:34:51 |
Chg.-0.050 |
Bid26/09/2024 |
Ask26/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-7.14% |
0.650 Bid Size: 30,000 |
0.660 Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
60.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
DJ330D |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELMOS SEMICOND. INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
14/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.38 |
Parity: |
-0.49 |
Time value: |
0.73 |
Break-even: |
52.70 |
Moneyness: |
0.92 |
Premium: |
0.19 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.03 |
Spread %: |
4.29% |
Delta: |
-0.32 |
Theta: |
-0.02 |
Omega: |
-2.88 |
Rho: |
-0.21 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.640 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+80.56% |
3 Months |
|
|
-12.16% |
YTD |
|
|
-26.14% |
1 Year |
|
|
-43.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.520 |
1M High / 1M Low: |
0.760 |
0.260 |
6M High / 6M Low: |
0.860 |
0.260 |
High (YTD): |
17/01/2024 |
1.000 |
Low (YTD): |
30/08/2024 |
0.260 |
52W High: |
03/10/2023 |
1.300 |
52W Low: |
30/08/2024 |
0.260 |
Avg. price 1W: |
|
0.678 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.499 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.591 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.755 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
178.91% |
Volatility 6M: |
|
125.23% |
Volatility 1Y: |
|
99.71% |
Volatility 3Y: |
|
- |