DZ Bank Put 70 ELG 20.12.2024
/ DE000DJ33Z81
DZ Bank Put 70 ELG 20.12.2024/ DE000DJ33Z81 /
| 05/11/2024 08:18:05 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
70.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
14/07/2023 |
| Last trading day: |
05/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
1.63 |
| Historic volatility: |
0.41 |
| Parity: |
0.38 |
| Time value: |
1.14 |
| Break-even: |
54.80 |
| Moneyness: |
1.06 |
| Premium: |
0.17 |
| Premium p.a.: |
4.51 |
| Spread abs.: |
0.79 |
| Spread %: |
108.22% |
| Delta: |
-0.44 |
| Theta: |
-0.19 |
| Omega: |
-1.93 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+76.54% |
| 3 Months |
|
|
+266.67% |
| YTD |
|
|
+28.83% |
| 1 Year |
|
|
+25.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.63 |
0.78 |
| 6M High / 6M Low: |
1.63 |
0.21 |
| High (YTD): |
31/10/2024 |
1.63 |
| Low (YTD): |
02/09/2024 |
0.21 |
| 52W High: |
31/10/2024 |
1.63 |
| 52W Low: |
02/09/2024 |
0.21 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
133.42% |
| Volatility 6M: |
|
194.46% |
| Volatility 1Y: |
|
156.39% |
| Volatility 3Y: |
|
- |
