OverviewChartNewsTraderScreen

DZ Bank Put 80 ELG 20.06.2025/  DE000DJ330H3  /

Frankfurt Zert./DZB
26/09/2024  13:34:56 Chg.-0.150 Bid13:40:44 Ask13:40:44 Underlying Strike price Expiration date Option type
1.810EUR -7.65% 1.810
Bid Size: 30,000		 1.820
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 80.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 14/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.25
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.51
Implied volatility: 0.51
Historic volatility: 0.38
Parity: 1.51
Time value: 0.49
Break-even: 60.00
Moneyness: 1.23
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 1.52%
Delta: -0.58
Theta: -0.02
Omega: -1.89
Rho: -0.42
 

Quote data

Open: 1.890
High: 1.890
Low: 1.810
Previous Close: 1.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.70%
1 Month  
+50.83%
3 Months  
+6.47%
YTD
  -5.73%
1 Year
  -24.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.140 1.650
1M High / 1M Low: 2.140 0.940
6M High / 6M Low: 2.140 0.940
High (YTD): 17/01/2024 2.310
Low (YTD): 30/08/2024 0.940
52W High: 20/10/2023 2.620
52W Low: 30/08/2024 0.940
Avg. price 1W:   1.950
Avg. volume 1W:   0.000
Avg. price 1M:   1.545
Avg. volume 1M:   0.000
Avg. price 6M:   1.533
Avg. volume 6M:   0.000
Avg. price 1Y:   1.782
Avg. volume 1Y:   0.000
Volatility 1M:   132.24%
Volatility 6M:   99.39%
Volatility 1Y:   83.13%
Volatility 3Y:   -