DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
| 9/26/2024 8:14:00 AM |
Chg.-0.22 |
Bid5:39:10 PM |
Ask5:39:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-12.43% |
1.43
Bid Size: 10,500 |
1.48
Ask Size: 10,500 |
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: |
-3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.38 |
| Parity: |
1.51 |
| Time value: |
0.19 |
| Break-even: |
63.00 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
3.66% |
| Delta: |
-0.73 |
| Theta: |
-0.03 |
| Omega: |
-2.79 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.16% |
| 1 Month |
|
|
+93.75% |
| 3 Months |
|
|
+23.02% |
| YTD |
|
|
-8.82% |
| 1 Year |
|
|
-29.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.34 |
| 1M High / 1M Low: |
1.83 |
0.56 |
| 6M High / 6M Low: |
1.83 |
0.54 |
| High (YTD): |
1/29/2024 |
2.13 |
| Low (YTD): |
6/10/2024 |
0.54 |
| 52W High: |
10/20/2023 |
2.48 |
| 52W Low: |
6/10/2024 |
0.54 |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.47 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
208.05% |
| Volatility 6M: |
|
152.64% |
| Volatility 1Y: |
|
121.37% |
| Volatility 3Y: |
|
- |
