DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
| 27/09/2024 08:13:24 |
Chg.-0.12 |
Bid12:14:38 |
Ask12:14:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-7.74% |
1.32
Bid Size: 30,000 |
1.33
Ask Size: 30,000 |
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: |
-4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.38 |
| Parity: |
1.23 |
| Time value: |
0.25 |
| Break-even: |
65.20 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
4.23% |
| Delta: |
-0.69 |
| Theta: |
-0.03 |
| Omega: |
-3.14 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.72% |
| 1 Month |
|
|
+78.75% |
| 3 Months |
|
|
+13.49% |
| YTD |
|
|
-15.88% |
| 1 Year |
|
|
-35.29% |
| 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): |
29/01/2024 |
2.13 |
| Low (YTD): |
10/06/2024 |
0.54 |
| 52W High: |
20/10/2023 |
2.48 |
| 52W Low: |
10/06/2024 |
0.54 |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| 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: |
|
215.29% |
| Volatility 6M: |
|
153.68% |
| Volatility 1Y: |
|
122.00% |
| Volatility 3Y: |
|
- |
