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DZ Bank Put 70 ELG 20.06.2025/  DE000DJ330F7  /

EUWAX
11/09/2024  08:15:54 Chg.+0.020 Bid14:38:12 Ask14:38:12 Underlying Strike price Expiration date Option type
0.970EUR +2.11% 1.000
Bid Size: 30,000		 1.010
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 70.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 14/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.01
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.38
Parity: -0.01
Time value: 1.00
Break-even: 60.00
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 3.09%
Delta: -0.39
Theta: -0.02
Omega: -2.76
Rho: -0.29
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.33%
1 Month
  -2.02%
3 Months  
+42.65%
YTD
  -28.68%
1 Year
  -38.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.750
1M High / 1M Low: 0.970 0.550
6M High / 6M Low: 1.330 0.550
High (YTD): 29/01/2024 1.560
Low (YTD): 02/09/2024 0.550
52W High: 15/09/2023 1.910
52W Low: 02/09/2024 0.550
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.761
Avg. volume 1M:   0.000
Avg. price 6M:   0.989
Avg. volume 6M:   0.000
Avg. price 1Y:   1.229
Avg. volume 1Y:   0.000
Volatility 1M:   146.14%
Volatility 6M:   105.23%
Volatility 1Y:   87.14%
Volatility 3Y:   -