DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
25/07/2024 11:35:01 |
Chg.+0.160 |
Bid11:45:55 |
Ask11:45:55 |
Underlying |
Strike price |
Expiration date |
Option type |
1.410EUR |
+12.80% |
1.440 Bid Size: 30,000 |
1.450 Ask Size: 30,000 |
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: |
-5.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.59 |
Historic volatility: |
0.38 |
Parity: |
0.39 |
Time value: |
0.91 |
Break-even: |
67.00 |
Moneyness: |
1.05 |
Premium: |
0.12 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
2.36% |
Delta: |
-0.46 |
Theta: |
-0.03 |
Omega: |
-2.71 |
Rho: |
-0.20 |
Quote data
Open: |
1.270 |
High: |
1.440 |
Low: |
1.270 |
Previous Close: |
1.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.49% |
1 Month |
|
|
+15.57% |
3 Months |
|
|
+9.30% |
YTD |
|
|
-15.57% |
1 Year |
|
|
-7.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
1.060 |
1M High / 1M Low: |
1.440 |
1.020 |
6M High / 6M Low: |
2.130 |
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: |
|
1.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.241 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.306 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.628 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
133.13% |
Volatility 6M: |
|
128.04% |
Volatility 1Y: |
|
103.63% |
Volatility 3Y: |
|
- |