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DZ Bank Put 80 ELG 20.12.2024/  DE000DJ330A8  /

Frankfurt Zert./DZB
20/09/2024  21:34:27 Chg.+0.330 Bid21:59:14 Ask21:59:14 Underlying Strike price Expiration date Option type
1.660EUR +24.81% 1.670
Bid Size: 3,000		 1.730
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 80.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 14/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.71
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.58
Implied volatility: 0.52
Historic volatility: 0.38
Parity: 1.58
Time value: 0.15
Break-even: 62.70
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 3.59%
Delta: -0.75
Theta: -0.02
Omega: -2.79
Rho: -0.16
 

Quote data

Open: 1.340
High: 1.690
Low: 1.330
Previous Close: 1.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.93%
1 Month  
+104.94%
3 Months  
+55.14%
YTD
  -0.60%
1 Year
  -23.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.660 1.330
1M High / 1M Low: 1.660 0.530
6M High / 6M Low: 1.750 0.530
High (YTD): 17/01/2024 2.140
Low (YTD): 30/08/2024 0.530
52W High: 20/10/2023 2.470
52W Low: 30/08/2024 0.530
Avg. price 1W:   1.548
Avg. volume 1W:   0.000
Avg. price 1M:   1.095
Avg. volume 1M:   0.000
Avg. price 6M:   1.130
Avg. volume 6M:   0.000
Avg. price 1Y:   1.479
Avg. volume 1Y:   0.000
Volatility 1M:   213.76%
Volatility 6M:   152.93%
Volatility 1Y:   122.00%
Volatility 3Y:   -