DZ Bank Put 75 ELG 20.12.2024
/ DE000DJ33Z99
DZ Bank Put 75 ELG 20.12.2024/ DE000DJ33Z99 /
2024-08-16 9:34:32 PM |
Chg.-0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-1.64% |
0.600 Bid Size: 3,000 |
0.630 Ask Size: 3,000 |
ELMOS SEMICOND. INH ... |
75.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-07-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.38 |
Parity: |
-0.23 |
Time value: |
0.63 |
Break-even: |
68.70 |
Moneyness: |
0.97 |
Premium: |
0.11 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.03 |
Spread %: |
5.00% |
Delta: |
-0.38 |
Theta: |
-0.03 |
Omega: |
-4.72 |
Rho: |
-0.12 |
Quote data
Open: |
0.590 |
High: |
0.620 |
Low: |
0.560 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-24.05% |
3 Months |
|
|
-30.23% |
YTD |
|
|
-55.88% |
1 Year |
|
|
-62.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.600 |
1M High / 1M Low: |
1.080 |
0.600 |
6M High / 6M Low: |
1.360 |
0.370 |
High (YTD): |
2024-01-17 |
1.740 |
Low (YTD): |
2024-06-07 |
0.370 |
52W High: |
2023-09-15 |
2.090 |
52W Low: |
2024-06-07 |
0.370 |
Avg. price 1W: |
|
0.686 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.853 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.925 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.272 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
133.91% |
Volatility 6M: |
|
137.01% |
Volatility 1Y: |
|
112.89% |
Volatility 3Y: |
|
- |