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DZ Bank Put 70 ELG 20.12.2024/  DE000DJ33Z81  /

Frankfurt Zert./DZB
2024-11-05  1:08:45 PM Chg.-0.460 Bid9:58:03 PM Ask2024-11-05 Underlying Strike price Expiration date Option type
0.930EUR -33.09% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 70.00 - 2024-12-20 Put
 

Master data

WKN: DJ33Z8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-07-14
Last trading day: 2024-11-05
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.22
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.59
Implied volatility: 1.42
Historic volatility: 0.41
Parity: 0.59
Time value: 0.93
Break-even: 54.80
Moneyness: 1.09
Premium: 0.15
Premium p.a.: 2.67
Spread abs.: 0.79
Spread %: 108.22%
Delta: -0.48
Theta: -0.15
Omega: -2.03
Rho: -0.05
 

Quote data

Open: 1.430
High: 1.500
Low: 0.930
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+20.78%
3 Months  
+82.35%
YTD
  -14.68%
1 Year
  -22.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.930
1M High / 1M Low: 1.610 0.710
6M High / 6M Low: 1.610 0.190
High (YTD): 2024-10-31 1.610
Low (YTD): 2024-08-30 0.190
52W High: 2024-10-31 1.610
52W Low: 2024-08-30 0.190
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   1.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.652
Avg. volume 6M:   0.000
Avg. price 1Y:   0.822
Avg. volume 1Y:   0.000
Volatility 1M:   195.87%
Volatility 6M:   196.45%
Volatility 1Y:   156.93%
Volatility 3Y:   -