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DZ Bank Put 70 ELG 20.06.2025/  DE000DJ330F7  /

EUWAX
09/09/2024  11:49:40 Chg.+0.120 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.900EUR +15.38% -
Bid Size: -		 -
Ask Size: -		 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: -7.99
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.38
Parity: -0.11
Time value: 0.89
Break-even: 61.10
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 3.49%
Delta: -0.38
Theta: -0.01
Omega: -3.04
Rho: -0.28
 

Quote data

Open: 0.850
High: 0.900
Low: 0.850
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.64%
1 Month
  -9.09%
3 Months  
+28.57%
YTD
  -33.82%
1 Year
  -41.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.550
1M High / 1M Low: 0.990 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:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.756
Avg. volume 1M:   0.000
Avg. price 6M:   0.990
Avg. volume 6M:   0.000
Avg. price 1Y:   1.232
Avg. volume 1Y:   0.000
Volatility 1M:   137.29%
Volatility 6M:   103.57%
Volatility 1Y:   85.97%
Volatility 3Y:   -