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DZ Bank Put 70 ELG 20.06.2025/  DE000DJ330F7  /

Frankfurt Zert./DZB
2024-09-20  9:34:28 PM Chg.+0.220 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.220EUR +22.00% 1.220
Bid Size: 3,000		 1.250
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 70.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ330F
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.14
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.58
Implied volatility: 0.46
Historic volatility: 0.38
Parity: 0.58
Time value: 0.67
Break-even: 57.50
Moneyness: 1.09
Premium: 0.10
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 2.46%
Delta: -0.48
Theta: -0.01
Omega: -2.48
Rho: -0.32
 

Quote data

Open: 1.000
High: 1.240
Low: 1.000
Previous Close: 1.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.93%
1 Month  
+67.12%
3 Months  
+23.23%
YTD
  -8.96%
1 Year
  -27.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 1.000
1M High / 1M Low: 1.220 0.530
6M High / 6M Low: 1.330 0.530
High (YTD): 2024-01-17 1.570
Low (YTD): 2024-08-30 0.530
52W High: 2023-10-20 1.890
52W Low: 2024-08-30 0.530
Avg. price 1W:   1.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.866
Avg. volume 1M:   0.000
Avg. price 6M:   0.989
Avg. volume 6M:   0.000
Avg. price 1Y:   1.205
Avg. volume 1Y:   0.000
Volatility 1M:   146.39%
Volatility 6M:   108.67%
Volatility 1Y:   88.82%
Volatility 3Y:   -