DZ Bank Put 75 ELG 20.12.2024
/ DE000DJ33Z99
DZ Bank Put 75 ELG 20.12.2024/ DE000DJ33Z99 /
2024-06-07 8:18:55 AM |
Chg.+0.070 |
Bid10:19:36 AM |
Ask10:19:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+18.42% |
0.430 Bid Size: 30,000 |
0.440 Ask Size: 30,000 |
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: |
-18.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.39 |
Parity: |
-1.23 |
Time value: |
0.48 |
Break-even: |
70.20 |
Moneyness: |
0.86 |
Premium: |
0.20 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.03 |
Spread %: |
6.67% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-4.43 |
Rho: |
-0.14 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.64% |
1 Month |
|
|
-49.44% |
3 Months |
|
|
-59.82% |
YTD |
|
|
-67.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.380 |
1M High / 1M Low: |
1.010 |
0.380 |
6M High / 6M Low: |
1.730 |
0.380 |
High (YTD): |
2024-01-29 |
1.730 |
Low (YTD): |
2024-06-06 |
0.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.737 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.179 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.85% |
Volatility 6M: |
|
113.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |