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DZ Bank Put 80 ELG 20.06.2025/  DE000DJ330H3  /

Frankfurt Zert./DZB
9/20/2024  9:34:39 PM Chg.+0.310 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.960EUR +18.79% 1.960
Bid Size: 3,000		 1.990
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 80.00 EUR 6/20/2025 Put
 

Master data

WKN: DJ330H
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 6/20/2025
Issue date: 7/14/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.23
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.58
Implied volatility: 0.48
Historic volatility: 0.38
Parity: 1.58
Time value: 0.41
Break-even: 60.10
Moneyness: 1.25
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.53%
Delta: -0.60
Theta: -0.01
Omega: -1.94
Rho: -0.44
 

Quote data

Open: 1.660
High: 1.980
Low: 1.650
Previous Close: 1.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.29%
1 Month  
+59.35%
3 Months  
+31.54%
YTD  
+2.08%
1 Year
  -17.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.960 1.650
1M High / 1M Low: 1.960 0.940
6M High / 6M Low: 1.960 0.940
High (YTD): 1/17/2024 2.310
Low (YTD): 8/30/2024 0.940
52W High: 10/20/2023 2.620
52W Low: 8/30/2024 0.940
Avg. price 1W:   1.836
Avg. volume 1W:   0.000
Avg. price 1M:   1.447
Avg. volume 1M:   0.000
Avg. price 6M:   1.524
Avg. volume 6M:   0.000
Avg. price 1Y:   1.784
Avg. volume 1Y:   0.000
Volatility 1M:   130.37%
Volatility 6M:   98.62%
Volatility 1Y:   82.85%
Volatility 3Y:   -