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DZ Bank Put 70 ELG 20.12.2024/  DE000DJ33Z81  /

Frankfurt Zert./DZB
2024-09-26  10:35:15 AM Chg.-0.130 Bid11:03:55 AM Ask11:03:55 AM Underlying Strike price Expiration date Option type
0.700EUR -15.66% 0.700
Bid Size: 30,000		 0.710
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 70.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ33Z8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.46
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.51
Implied volatility: 0.48
Historic volatility: 0.38
Parity: 0.51
Time value: 0.36
Break-even: 61.30
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 3.57%
Delta: -0.57
Theta: -0.03
Omega: -4.26
Rho: -0.11
 

Quote data

Open: 0.770
High: 0.770
Low: 0.700
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.75%
1 Month  
+105.88%
3 Months
  -6.67%
YTD
  -35.78%
1 Year
  -53.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.610
1M High / 1M Low: 1.010 0.190
6M High / 6M Low: 1.020 0.190
High (YTD): 2024-01-17 1.380
Low (YTD): 2024-08-30 0.190
52W High: 2023-10-20 1.710
52W Low: 2024-08-30 0.190
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.565
Avg. volume 1M:   0.000
Avg. price 6M:   0.613
Avg. volume 6M:   0.000
Avg. price 1Y:   0.899
Avg. volume 1Y:   0.000
Volatility 1M:   297.69%
Volatility 6M:   189.55%
Volatility 1Y:   146.01%
Volatility 3Y:   -