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DZ Bank Put 70 ELG 20.12.2024/  DE000DJ33Z81  /

Frankfurt Zert./DZB
2024-08-02  9:35:24 PM Chg.+0.020 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.620EUR +3.33% 0.620
Bid Size: 3,000		 0.650
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 70.00 EUR 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 EUR
Maturity: 2024-12-20
Issue date: 2023-07-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -11.23
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.38
Parity: -0.30
Time value: 0.65
Break-even: 63.50
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 4.84%
Delta: -0.37
Theta: -0.03
Omega: -4.14
Rho: -0.13
 

Quote data

Open: 0.650
High: 0.670
Low: 0.570
Previous Close: 0.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.33%
1 Month
  -25.30%
3 Months
  -22.50%
YTD
  -43.12%
1 Year
  -48.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.580
1M High / 1M Low: 0.860 0.580
6M High / 6M Low: 1.310 0.260
High (YTD): 2024-01-17 1.380
Low (YTD): 2024-06-07 0.260
52W High: 2023-09-15 1.720
52W Low: 2024-06-07 0.260
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   0.734
Avg. volume 6M:   0.000
Avg. price 1Y:   1.030
Avg. volume 1Y:   0.000
Volatility 1M:   155.48%
Volatility 6M:   144.07%
Volatility 1Y:   114.99%
Volatility 3Y:   -