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DZ Bank Put 80 ELG 20.12.2024/  DE000DJ330A8  /

Frankfurt Zert./DZB
05/08/2024  19:34:36 Chg.+0.100 Bid05/08/2024 Ask05/08/2024 Underlying Strike price Expiration date Option type
1.290EUR +8.40% 1.290
Bid Size: 10,500		 1.310
Ask Size: 10,500		 ELMOS SEMICOND. INH ... 80.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 14/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.98
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.70
Implied volatility: 0.48
Historic volatility: 0.38
Parity: 0.70
Time value: 0.52
Break-even: 67.80
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 2.52%
Delta: -0.55
Theta: -0.03
Omega: -3.27
Rho: -0.20
 

Quote data

Open: 1.300
High: 1.440
Low: 1.250
Previous Close: 1.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.74%
1 Month  
+1.57%
3 Months
  -3.73%
YTD
  -22.75%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 1.110
1M High / 1M Low: 1.380 1.020
6M High / 6M Low: 2.070 0.530
High (YTD): 17/01/2024 2.140
Low (YTD): 07/06/2024 0.530
52W High: 15/09/2023 2.500
52W Low: 07/06/2024 0.530
Avg. price 1W:   1.190
Avg. volume 1W:   0.000
Avg. price 1M:   1.197
Avg. volume 1M:   0.000
Avg. price 6M:   1.263
Avg. volume 6M:   0.000
Avg. price 1Y:   1.617
Avg. volume 1Y:   0.000
Volatility 1M:   141.92%
Volatility 6M:   129.22%
Volatility 1Y:   104.58%
Volatility 3Y:   -