DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
6/24/2024 9:34:36 PM |
Chg.+0.210 |
Bid9:58:33 PM |
Ask9:58:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.280EUR |
+19.63% |
- 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: |
-7.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.52 |
Historic volatility: |
0.38 |
Parity: |
0.08 |
Time value: |
1.03 |
Break-even: |
68.90 |
Moneyness: |
1.01 |
Premium: |
0.13 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.03 |
Spread %: |
2.78% |
Delta: |
-0.42 |
Theta: |
-0.03 |
Omega: |
-2.99 |
Rho: |
-0.22 |
Quote data
Open: |
1.080 |
High: |
1.300 |
Low: |
1.060 |
Previous Close: |
1.070 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+56.10% |
1 Month |
|
|
+52.38% |
3 Months |
|
|
-14.67% |
YTD |
|
|
-23.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.280 |
0.820 |
1M High / 1M Low: |
1.280 |
0.530 |
6M High / 6M Low: |
2.140 |
0.530 |
High (YTD): |
1/17/2024 |
2.140 |
Low (YTD): |
6/7/2024 |
0.530 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.763 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.408 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.83% |
Volatility 6M: |
|
121.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |