DZ Bank Put 92 ELG 20.12.2024
/ DE000DJ03J20
DZ Bank Put 92 ELG 20.12.2024/ DE000DJ03J20 /
| 25/06/2024 08:08:51 |
Chg.+0.25 |
Bid10:47:47 |
Ask10:47:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+13.51% |
2.14
Bid Size: 30,000 |
2.15
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
92.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
13/04/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.38 |
| Parity: |
1.45 |
| Time value: |
0.73 |
| Break-even: |
70.20 |
| Moneyness: |
1.19 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.40% |
| Delta: |
-0.55 |
| Theta: |
-0.03 |
| Omega: |
-1.97 |
| Rho: |
-0.32 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
1.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.85% |
| 1 Month |
|
|
+36.36% |
| 3 Months |
|
|
-15.32% |
| YTD |
|
|
-17.65% |
| 1 Year |
|
|
-33.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.43 |
| 1M High / 1M Low: |
1.85 |
1.09 |
| 6M High / 6M Low: |
3.18 |
1.09 |
| High (YTD): |
29/01/2024 |
3.18 |
| Low (YTD): |
10/06/2024 |
1.09 |
| 52W High: |
15/09/2023 |
3.56 |
| 52W Low: |
10/06/2024 |
1.09 |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
131.67% |
| Volatility 6M: |
|
97.65% |
| Volatility 1Y: |
|
81.63% |
| Volatility 3Y: |
|
- |
