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DZ Bank Put 80 ELG 20.12.2024/  DE000DJ330A8  /

Frankfurt Zert./DZB
7/25/2024  12:34:55 PM Chg.+0.180 Bid12:39:13 PM Ask12:39:13 PM Underlying Strike price Expiration date Option type
1.430EUR +14.40% 1.400
Bid Size: 30,000		 1.410
Ask Size: 30,000		 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: -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  
+21.19%
1 Month  
+17.21%
3 Months  
+10.85%
YTD
  -14.37%
1 Year
  -5.92%
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): 1/17/2024 2.140
Low (YTD): 6/7/2024 0.530
52W High: 9/15/2023 2.500
52W Low: 6/7/2024 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:   -