OverviewChartNewsTraderScreen

DZ Bank Put 75 ELG 20.12.2024/  DE000DJ33Z99  /

Frankfurt Zert./DZB
17/07/2024  20:34:39 Chg.+0.010 Bid20:55:07 Ask20:55:07 Underlying Strike price Expiration date Option type
0.790EUR +1.28% 0.790
Bid Size: 7,500		 0.820
Ask Size: 7,500		 ELMOS SEMICOND. INH ... 75.00 EUR 20/12/2024 Put
 

Master data

WKN: DJ33Z9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 75.00 EUR
Maturity: 20/12/2024
Issue date: 14/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.07
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.37
Parity: -0.66
Time value: 0.81
Break-even: 66.90
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 3.85%
Delta: -0.33
Theta: -0.03
Omega: -3.28
Rho: -0.15
 

Quote data

Open: 0.790
High: 0.800
Low: 0.740
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.85%
1 Month  
+41.07%
3 Months
  -25.47%
YTD
  -41.91%
1 Year
  -36.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.780
1M High / 1M Low: 1.140 0.560
6M High / 6M Low: 1.740 0.370
High (YTD): 17/01/2024 1.740
Low (YTD): 07/06/2024 0.370
52W High: 15/09/2023 2.090
52W Low: 07/06/2024 0.370
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.921
Avg. volume 1M:   0.000
Avg. price 6M:   1.046
Avg. volume 6M:   0.000
Avg. price 1Y:   1.325
Avg. volume 1Y:   0.000
Volatility 1M:   154.32%
Volatility 6M:   134.45%
Volatility 1Y:   108.41%
Volatility 3Y:   -