DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
| 10/11/2024 8:17:03 AM |
Chg.-0.09 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-5.66% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
80.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
DJ330A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/14/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.38 |
| Parity: |
1.40 |
| Time value: |
0.22 |
| Break-even: |
63.80 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
3.85% |
| Delta: |
-0.72 |
| Theta: |
-0.04 |
| Omega: |
-2.92 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+26.05% |
| YTD |
|
|
-11.76% |
| 1 Year |
|
|
-33.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.50 |
| 1M High / 1M Low: |
1.83 |
1.34 |
| 6M High / 6M Low: |
1.83 |
0.54 |
| High (YTD): |
1/29/2024 |
2.13 |
| Low (YTD): |
6/10/2024 |
0.54 |
| 52W High: |
10/20/2023 |
2.48 |
| 52W Low: |
6/10/2024 |
0.54 |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
135.61% |
| Volatility 6M: |
|
154.57% |
| Volatility 1Y: |
|
123.19% |
| Volatility 3Y: |
|
- |
