DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
| 2024-06-21 7:34:33 PM |
Chg.+0.080 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+8.08% |
1.070
Bid Size: 10,500 |
1.090
Ask Size: 10,500 |
ELMOS SEMICOND. INH ... |
80.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ330A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
-0.11 |
| Time value: |
1.04 |
| Break-even: |
69.60 |
| Moneyness: |
0.99 |
| Premium: |
0.14 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
2.97% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-3.07 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.990 |
| High: |
1.110 |
| Low: |
0.990 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.92% |
| 1 Month |
|
|
-6.96% |
| 3 Months |
|
|
-25.17% |
| YTD |
|
|
-35.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.780 |
| 1M High / 1M Low: |
1.150 |
0.530 |
| 6M High / 6M Low: |
2.140 |
0.530 |
| High (YTD): |
2024-01-17 |
2.140 |
| Low (YTD): |
2024-06-07 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.91% |
| Volatility 6M: |
|
116.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
