DZ Bank Put 90 AMD 20.12.2024/  DE000DJ04ZH4  /

Frankfurt Zert./DZB
2024-06-10  2:04:34 PM Chg.+0.004 Bid2:32:39 PM Ask2:32:39 PM Underlying Strike price Expiration date Option type
0.076EUR +5.56% 0.075
Bid Size: 6,000
0.090
Ask Size: 6,000
Advanced Micro Devic... 90.00 USD 2024-12-20 Put
 

Master data

WKN: DJ04ZH
Issuer: DZ Bank AG
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -181.09
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.41
Parity: -7.22
Time value: 0.09
Break-even: 82.64
Moneyness: 0.54
Premium: 0.47
Premium p.a.: 1.07
Spread abs.: 0.02
Spread %: 21.13%
Delta: -0.03
Theta: -0.01
Omega: -5.74
Rho: -0.03
 

Quote data

Open: 0.070
High: 0.080
Low: 0.070
Previous Close: 0.072
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.56%
1 Month
  -36.67%
3 Months
  -36.67%
YTD
  -73.79%
1 Year
  -91.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.072
1M High / 1M Low: 0.120 0.064
6M High / 6M Low: 0.430 0.064
High (YTD): 2024-01-03 0.420
Low (YTD): 2024-05-28 0.064
52W High: 2023-10-26 1.360
52W Low: 2024-05-28 0.064
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.580
Avg. volume 1Y:   0.000
Volatility 1M:   172.65%
Volatility 6M:   166.61%
Volatility 1Y:   139.18%
Volatility 3Y:   -