DZ Bank Put 80 ELG 20.06.2025
/ DE000DJ330H3
DZ Bank Put 80 ELG 20.06.2025/ DE000DJ330H3 /
2024-08-01 8:15:38 AM |
Chg.-0.08 |
Bid7:59:02 PM |
Ask7:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
-4.85% |
1.52 Bid Size: 7,500 |
1.55 Ask Size: 7,500 |
ELMOS SEMICOND. INH ... |
80.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
DJ330H |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELMOS SEMICOND. INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-14 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.52 |
Historic volatility: |
0.38 |
Parity: |
0.43 |
Time value: |
1.13 |
Break-even: |
64.40 |
Moneyness: |
1.06 |
Premium: |
0.15 |
Premium p.a.: |
0.17 |
Spread abs.: |
-0.06 |
Spread %: |
-3.70% |
Delta: |
-0.42 |
Theta: |
-0.02 |
Omega: |
-2.05 |
Rho: |
-0.42 |
Quote data
Open: |
1.57 |
High: |
1.57 |
Low: |
1.57 |
Previous Close: |
1.65 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.29% |
1 Month |
|
|
-7.65% |
3 Months |
|
|
-1.88% |
YTD |
|
|
-19.49% |
1 Year |
|
|
-15.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.92 |
1.65 |
1M High / 1M Low: |
1.92 |
1.56 |
6M High / 6M Low: |
2.25 |
1.00 |
High (YTD): |
2024-01-29 |
2.30 |
Low (YTD): |
2024-06-10 |
1.00 |
52W High: |
2023-09-15 |
2.66 |
52W Low: |
2024-06-10 |
1.00 |
Avg. price 1W: |
|
1.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.90 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
90.39% |
Volatility 6M: |
|
89.48% |
Volatility 1Y: |
|
74.76% |
Volatility 3Y: |
|
- |