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DZ Bank Put 70 ELG 20.06.2025/  DE000DJ330F7  /

Frankfurt Zert./DZB
11/15/2024  9:34:35 PM Chg.+0.050 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.070EUR +4.90% 1.070
Bid Size: 3,000		 1.100
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 70.00 EUR 6/20/2025 Put
 

Master data

WKN: DJ330F
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 6/20/2025
Issue date: 7/14/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.39
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.23
Implied volatility: 0.48
Historic volatility: 0.41
Parity: 0.23
Time value: 0.83
Break-even: 59.40
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 2.91%
Delta: -0.44
Theta: -0.02
Omega: -2.82
Rho: -0.24
 

Quote data

Open: 1.060
High: 1.090
Low: 1.050
Previous Close: 1.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.08%
1 Month
  -15.08%
3 Months  
+33.75%
YTD
  -20.15%
1 Year
  -19.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 1.020
1M High / 1M Low: 1.850 1.020
6M High / 6M Low: 1.850 0.530
High (YTD): 10/31/2024 1.850
Low (YTD): 8/30/2024 0.530
52W High: 10/31/2024 1.850
52W Low: 8/30/2024 0.530
Avg. price 1W:   1.146
Avg. volume 1W:   0.000
Avg. price 1M:   1.379
Avg. volume 1M:   0.000
Avg. price 6M:   1.063
Avg. volume 6M:   0.000
Avg. price 1Y:   1.149
Avg. volume 1Y:   0.000
Volatility 1M:   152.88%
Volatility 6M:   118.34%
Volatility 1Y:   99.02%
Volatility 3Y:   -