DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
9/25/2024 9:34:33 PM |
Chg.-0.090 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.630EUR |
-5.23% |
- Bid Size: - |
- Ask Size: - |
ELMOS SEMICOND. INH ... |
80.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
7/14/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
1.63 |
Implied volatility: |
0.55 |
Historic volatility: |
0.38 |
Parity: |
1.63 |
Time value: |
0.15 |
Break-even: |
62.20 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
3.49% |
Delta: |
-0.76 |
Theta: |
-0.02 |
Omega: |
-2.71 |
Rho: |
-0.16 |
Quote data
Open: |
1.770 |
High: |
1.770 |
Low: |
1.630 |
Previous Close: |
1.720 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+22.56% |
1 Month |
|
|
+101.23% |
3 Months |
|
|
+28.35% |
YTD |
|
|
-2.40% |
1 Year |
|
|
-25.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.890 |
1.330 |
1M High / 1M Low: |
1.890 |
0.530 |
6M High / 6M Low: |
1.890 |
0.530 |
High (YTD): |
1/17/2024 |
2.140 |
Low (YTD): |
8/30/2024 |
0.530 |
52W High: |
10/20/2023 |
2.470 |
52W Low: |
8/30/2024 |
0.530 |
Avg. price 1W: |
|
1.646 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.204 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.139 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.477 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
217.49% |
Volatility 6M: |
|
154.18% |
Volatility 1Y: |
|
122.70% |
Volatility 3Y: |
|
- |