DZ Bank Put 60 ELG 20.06.2025/  DE000DJ330D2  /

EUWAX
2024-10-11  8:17:06 AM Chg.-0.040 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.650EUR -5.80% -
Bid Size: -
-
Ask Size: -
ELMOS SEMICOND. INH ... 60.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ330D
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.30
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.38
Parity: -0.60
Time value: 0.71
Break-even: 52.90
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 4.41%
Delta: -0.31
Theta: -0.02
Omega: -2.90
Rho: -0.19
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.41%
1 Month  
+6.56%
3 Months
  -14.47%
YTD
  -26.97%
1 Year
  -45.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.650
1M High / 1M Low: 0.750 0.530
6M High / 6M Low: 0.860 0.270
High (YTD): 2024-01-11 1.010
Low (YTD): 2024-09-02 0.270
52W High: 2023-10-20 1.290
52W Low: 2024-09-02 0.270
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.662
Avg. volume 1M:   0.000
Avg. price 6M:   0.599
Avg. volume 6M:   0.000
Avg. price 1Y:   0.730
Avg. volume 1Y:   0.000
Volatility 1M:   141.68%
Volatility 6M:   126.07%
Volatility 1Y:   101.34%
Volatility 3Y:   -