DZ Bank Put 80 AMD 20.12.2024/  DE000DJ04ZF8  /

Frankfurt Zert./DZB
2024-06-10  9:34:37 PM Chg.+0.003 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.048EUR +6.67% 0.047
Bid Size: 10,000
0.062
Ask Size: 10,000
Advanced Micro Devic... 80.00 USD 2024-12-20 Put
 

Master data

WKN: DJ04ZF
Issuer: DZ Bank AG
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -263.97
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.41
Parity: -8.15
Time value: 0.06
Break-even: 73.63
Moneyness: 0.48
Premium: 0.53
Premium p.a.: 1.23
Spread abs.: 0.02
Spread %: 34.09%
Delta: -0.02
Theta: -0.01
Omega: -5.58
Rho: -0.02
 

Quote data

Open: 0.046
High: 0.049
Low: 0.046
Previous Close: 0.045
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -30.43%
3 Months
  -40.00%
YTD
  -73.33%
1 Year
  -92.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.045
1M High / 1M Low: 0.072 0.040
6M High / 6M Low: 0.270 0.040
High (YTD): 2024-01-03 0.270
Low (YTD): 2024-05-27 0.040
52W High: 2023-10-26 0.950
52W Low: 2024-05-27 0.040
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   0.392
Avg. volume 1Y:   0.000
Volatility 1M:   128.36%
Volatility 6M:   166.70%
Volatility 1Y:   143.13%
Volatility 3Y:   -