DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
| 09/09/2024 11:49:40 |
Chg.+0.14 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.38 |
| Parity: |
0.89 |
| Time value: |
0.30 |
| Break-even: |
68.10 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
-0.63 |
| Theta: |
-0.03 |
| Omega: |
-3.77 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.12 |
| Previous Close: |
0.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-4.27% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
-34.12% |
| 1 Year |
|
|
-43.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.98 |
0.56 |
| 1M High / 1M Low: |
1.17 |
0.56 |
| 6M High / 6M Low: |
1.78 |
0.54 |
| High (YTD): |
29/01/2024 |
2.13 |
| Low (YTD): |
10/06/2024 |
0.54 |
| 52W High: |
15/09/2023 |
2.50 |
| 52W Low: |
10/06/2024 |
0.54 |
| Avg. price 1W: |
|
0.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
211.21% |
| Volatility 6M: |
|
146.63% |
| Volatility 1Y: |
|
117.24% |
| Volatility 3Y: |
|
- |
