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DZ Bank Put 92 ELG 20.12.2024/  DE000DJ03J20  /

Frankfurt Zert./DZB
2024-06-17  7:04:44 PM Chg.-0.110 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
1.490EUR -6.88% 1.490
Bid Size: 10,500		 1.510
Ask Size: 10,500		 ELMOS SEMICOND. INH ... 92.00 - 2024-12-20 Put
 

Master data

WKN: DJ03J2
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 92.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.00
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.10
Implied volatility: 0.45
Historic volatility: 0.39
Parity: 1.10
Time value: 0.52
Break-even: 75.80
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.89%
Delta: -0.57
Theta: -0.02
Omega: -2.86
Rho: -0.32
 

Quote data

Open: 1.510
High: 1.510
Low: 1.280
Previous Close: 1.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.14%
1 Month
  -21.58%
3 Months
  -35.50%
YTD
  -41.80%
1 Year
  -45.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.600 1.210
1M High / 1M Low: 1.960 1.070
6M High / 6M Low: 3.190 1.070
High (YTD): 2024-01-17 3.190
Low (YTD): 2024-06-07 1.070
52W High: 2023-09-15 3.560
52W Low: 2024-06-07 1.070
Avg. price 1W:   1.336
Avg. volume 1W:   0.000
Avg. price 1M:   1.444
Avg. volume 1M:   0.000
Avg. price 6M:   2.328
Avg. volume 6M:   0.000
Avg. price 1Y:   2.587
Avg. volume 1Y:   0.000
Volatility 1M:   147.06%
Volatility 6M:   95.44%
Volatility 1Y:   82.62%
Volatility 3Y:   -