DZ Bank Put 60 ELG 20.12.2024
/ DE000DW87WX6
DZ Bank Put 60 ELG 20.12.2024/ DE000DW87WX6 /
02/08/2024 08:18:04 |
Chg.+0.040 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+16.67% |
- Bid Size: - |
- Ask Size: - |
ELMOS SEMICOND. INH ... |
60.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
16/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-25.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.38 |
Parity: |
-1.30 |
Time value: |
0.29 |
Break-even: |
57.10 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
-0.20 |
Theta: |
-0.02 |
Omega: |
-5.04 |
Rho: |
-0.07 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-36.36% |
3 Months |
|
|
-34.88% |
YTD |
|
|
-58.21% |
1 Year |
|
|
-65.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.240 |
1M High / 1M Low: |
0.460 |
0.240 |
6M High / 6M Low: |
0.790 |
0.100 |
High (YTD): |
17/01/2024 |
0.800 |
Low (YTD): |
10/06/2024 |
0.100 |
52W High: |
03/10/2023 |
1.120 |
52W Low: |
10/06/2024 |
0.100 |
Avg. price 1W: |
|
0.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.347 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.381 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.608 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
194.83% |
Volatility 6M: |
|
173.14% |
Volatility 1Y: |
|
133.91% |
Volatility 3Y: |
|
- |