DZ Bank Put 75 ELG 20.12.2024
/ DE000DJ33Z99
DZ Bank Put 75 ELG 20.12.2024/ DE000DJ33Z99 /
| 10/30/2024 8:17:43 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
- |
-
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: |
-3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
2.14 |
| Historic volatility: |
0.41 |
| Parity: |
0.73 |
| Time value: |
1.49 |
| Break-even: |
52.80 |
| Moneyness: |
1.11 |
| Premium: |
0.22 |
| Premium p.a.: |
6.96 |
| Spread abs.: |
0.06 |
| Spread %: |
2.78% |
| Delta: |
-0.43 |
| Theta: |
-0.25 |
| Omega: |
-1.31 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.65 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+45.97% |
| 3 Months |
|
|
+201.67% |
| YTD |
|
|
+31.16% |
| 1 Year |
|
|
+26.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.81 |
1.16 |
| 6M High / 6M Low: |
1.81 |
0.36 |
| High (YTD): |
10/30/2024 |
1.81 |
| Low (YTD): |
9/2/2024 |
0.36 |
| 52W High: |
10/30/2024 |
1.81 |
| 52W Low: |
9/2/2024 |
0.36 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.08 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
76.90% |
| Volatility 6M: |
|
168.28% |
| Volatility 1Y: |
|
139.05% |
| Volatility 3Y: |
|
- |
