DZ Bank Put 80 ELG 20.06.2025
/ DE000DJ330H3
DZ Bank Put 80 ELG 20.06.2025/ DE000DJ330H3 /
9/26/2024 8:14:02 AM |
Chg.-0.18 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.89EUR |
-8.70% |
- Bid Size: - |
- Ask Size: - |
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: |
-3.25 |
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: |
1.89 |
High: |
1.89 |
Low: |
1.89 |
Previous Close: |
2.07 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.25% |
1 Month |
|
|
+57.50% |
3 Months |
|
|
+11.18% |
YTD |
|
|
-3.08% |
1 Year |
|
|
-20.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.10 |
1.66 |
1M High / 1M Low: |
2.10 |
0.97 |
6M High / 6M Low: |
2.10 |
0.97 |
High (YTD): |
1/29/2024 |
2.30 |
Low (YTD): |
9/2/2024 |
0.97 |
52W High: |
10/20/2023 |
2.63 |
52W Low: |
9/2/2024 |
0.97 |
Avg. price 1W: |
|
1.90 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.53 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.78 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
125.74% |
Volatility 6M: |
|
98.75% |
Volatility 1Y: |
|
82.52% |
Volatility 3Y: |
|
- |