DZ Bank Put 60 ELG 20.12.2024/  DE000DW87WX6  /

Frankfurt Zert./DZB
2024-07-09  9:34:33 PM Chg.+0.020 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.400EUR +5.26% 0.400
Bid Size: 3,000
0.430
Ask Size: 3,000
ELMOS SEMICOND. INH ... 60.00 - 2024-12-20 Put
 

Master data

WKN: DW87WX
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.21
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.37
Parity: -1.65
Time value: 0.42
Break-even: 55.80
Moneyness: 0.78
Premium: 0.27
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 7.69%
Delta: -0.20
Theta: -0.02
Omega: -3.62
Rho: -0.09
 

Quote data

Open: 0.380
High: 0.410
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month  
+300.00%
3 Months  
+37.93%
YTD
  -39.39%
1 Year
  -51.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.380
1M High / 1M Low: 0.460 0.110
6M High / 6M Low: 0.810 0.100
High (YTD): 2024-01-17 0.810
Low (YTD): 2024-06-07 0.100
52W High: 2023-10-03 1.120
52W Low: 2024-06-07 0.100
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.633
Avg. volume 1Y:   0.000
Volatility 1M:   197.24%
Volatility 6M:   152.10%
Volatility 1Y:   122.82%
Volatility 3Y:   -