DZ Bank Put 75 ELG 20.12.2024
/ DE000DJ33Z99
DZ Bank Put 75 ELG 20.12.2024/ DE000DJ33Z99 /
| 2024-06-24 6:34:32 PM |
Chg.+0.160 |
Bid6:45:32 PM |
Ask6:45:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+19.51% |
0.980
Bid Size: 10,500 |
1.010
Ask Size: 10,500 |
ELMOS SEMICOND. INH ... |
75.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ33Z9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
-0.42 |
| Time value: |
0.86 |
| Break-even: |
66.40 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
3.61% |
| Delta: |
-0.35 |
| Theta: |
-0.03 |
| Omega: |
-3.24 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.830 |
| High: |
0.980 |
| Low: |
0.820 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
+58.06% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-27.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.560 |
| 1M High / 1M Low: |
0.820 |
0.370 |
| 6M High / 6M Low: |
1.740 |
0.370 |
| High (YTD): |
2024-01-17 |
1.740 |
| Low (YTD): |
2024-06-07 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.96% |
| Volatility 6M: |
|
126.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
