DZ Bank Put 75 ELG 20.12.2024
/ DE000DJ33Z99
DZ Bank Put 75 ELG 20.12.2024/ DE000DJ33Z99 /
10/18/2024 9:34:32 PM |
Chg.0.000 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
0.00% |
1.210 Bid Size: 3,000 |
1.270 Ask Size: 3,000 |
ELMOS SEMICOND. INH ... |
75.00 EUR |
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 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/14/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
1.08 |
Implied volatility: |
0.54 |
Historic volatility: |
0.38 |
Parity: |
1.08 |
Time value: |
0.19 |
Break-even: |
62.30 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.06 |
Spread %: |
4.96% |
Delta: |
-0.71 |
Theta: |
-0.03 |
Omega: |
-3.60 |
Rho: |
-0.10 |
Quote data
Open: |
1.200 |
High: |
1.200 |
Low: |
1.110 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.48% |
1 Month |
|
|
-2.46% |
3 Months |
|
|
+30.77% |
YTD |
|
|
-12.50% |
1 Year |
|
|
-42.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.220 |
1.090 |
1M High / 1M Low: |
1.420 |
1.010 |
6M High / 6M Low: |
1.420 |
0.330 |
High (YTD): |
1/17/2024 |
1.740 |
Low (YTD): |
8/30/2024 |
0.330 |
52W High: |
10/20/2023 |
2.080 |
52W Low: |
8/30/2024 |
0.330 |
Avg. price 1W: |
|
1.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.178 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.867 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.114 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
131.62% |
Volatility 6M: |
|
168.37% |
Volatility 1Y: |
|
136.71% |
Volatility 3Y: |
|
- |