OverviewChartNewsTraderScreen

DZ Bank Put 75 ELG 20.12.2024/  DE000DJ33Z99  /

EUWAX
09/09/2024  11:49:57 Chg.+0.130 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.780EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 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: -8.67
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.39
Implied volatility: 0.42
Historic volatility: 0.38
Parity: 0.39
Time value: 0.43
Break-even: 66.80
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 3.80%
Delta: -0.53
Theta: -0.03
Omega: -4.62
Rho: -0.13
 

Quote data

Open: 0.770
High: 0.780
Low: 0.770
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+116.67%
1 Month
  -8.24%
3 Months  
+73.33%
YTD
  -43.48%
1 Year
  -52.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.360
1M High / 1M Low: 0.850 0.360
6M High / 6M Low: 1.400 0.360
High (YTD): 29/01/2024 1.730
Low (YTD): 02/09/2024 0.360
52W High: 20/10/2023 2.090
52W Low: 02/09/2024 0.360
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   1.203
Avg. volume 1Y:   0.000
Volatility 1M:   234.50%
Volatility 6M:   159.65%
Volatility 1Y:   126.99%
Volatility 3Y:   -