DZ Bank Put 75 ELG 20.12.2024
/ DE000DJ33Z99
DZ Bank Put 75 ELG 20.12.2024/ DE000DJ33Z99 /
| 10/30/2024 1:08:43 PM |
Chg.+0.310 |
Bid9:58:02 PM |
Ask10/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+17.13% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
75.00 - |
12/20/2024 |
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 - |
| Maturity: |
12/20/2024 |
| Issue date: |
7/14/2023 |
| Last trading day: |
10/30/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
1.88 |
| Historic volatility: |
0.41 |
| Parity: |
1.14 |
| Time value: |
1.08 |
| Break-even: |
52.80 |
| Moneyness: |
1.18 |
| Premium: |
0.17 |
| Premium p.a.: |
3.90 |
| Spread abs.: |
0.06 |
| Spread %: |
2.78% |
| Delta: |
-0.49 |
| Theta: |
-0.20 |
| Omega: |
-1.41 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.810 |
| High: |
2.180 |
| Low: |
1.810 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+73.77% |
| 3 Months |
|
|
+247.54% |
| YTD |
|
|
+55.88% |
| 1 Year |
|
|
+59.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.120 |
1.190 |
| 6M High / 6M Low: |
2.120 |
0.330 |
| High (YTD): |
10/30/2024 |
2.120 |
| Low (YTD): |
8/30/2024 |
0.330 |
| 52W High: |
10/30/2024 |
2.120 |
| 52W Low: |
8/30/2024 |
0.330 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.895 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.084 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
91.28% |
| Volatility 6M: |
|
171.38% |
| Volatility 1Y: |
|
140.14% |
| Volatility 3Y: |
|
- |
