DZ Bank Put 92 ELG 20.12.2024
/ DE000DJ03J20
DZ Bank Put 92 ELG 20.12.2024/ DE000DJ03J20 /
| 2024-06-06 8:10:12 AM |
Chg.-0.13 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-10.66% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.39 |
| Parity: |
0.28 |
| Time value: |
0.88 |
| Break-even: |
80.40 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
2.65% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-3.48 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.83% |
| 1 Month |
|
|
-43.23% |
| 3 Months |
|
|
-53.22% |
| YTD |
|
|
-57.25% |
| 1 Year |
|
|
-64.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.09 |
| 1M High / 1M Low: |
2.14 |
1.09 |
| 6M High / 6M Low: |
3.18 |
1.09 |
| High (YTD): |
2024-01-29 |
3.18 |
| Low (YTD): |
2024-06-06 |
1.09 |
| 52W High: |
2023-09-15 |
3.56 |
| 52W Low: |
2024-06-06 |
1.09 |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
105.76% |
| Volatility 6M: |
|
88.81% |
| Volatility 1Y: |
|
77.70% |
| Volatility 3Y: |
|
- |
