DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
| 10/29/2024 1:08:58 PM |
Chg.+0.060 |
Bid9:59:38 PM |
Ask10/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
80.00 - |
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 - |
| Maturity: |
12/20/2024 |
| Issue date: |
7/14/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
1.64 |
| Historic volatility: |
0.41 |
| Parity: |
1.38 |
| Time value: |
0.84 |
| Break-even: |
57.80 |
| Moneyness: |
1.21 |
| Premium: |
0.13 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
-0.12 |
| Spread %: |
-5.13% |
| Delta: |
-0.55 |
| Theta: |
-0.19 |
| Omega: |
-1.63 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.140 |
| High: |
2.220 |
| Low: |
2.110 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.55% |
| 3 Months |
|
|
+155.17% |
| YTD |
|
|
+32.93% |
| 1 Year |
|
|
+32.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.220 |
1.640 |
| 6M High / 6M Low: |
2.220 |
0.530 |
| High (YTD): |
10/29/2024 |
2.220 |
| Low (YTD): |
8/30/2024 |
0.530 |
| 52W High: |
10/29/2024 |
2.220 |
| 52W Low: |
8/30/2024 |
0.530 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.898 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.197 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.394 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
50.89% |
| Volatility 6M: |
|
151.31% |
| Volatility 1Y: |
|
126.99% |
| Volatility 3Y: |
|
- |
