DZ Bank Put 70 ELG 20.06.2025
/ DE000DJ330F7
DZ Bank Put 70 ELG 20.06.2025/ DE000DJ330F7 /
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: |
|
- |