DZ Bank Put 85 ELG 20.06.2025
/ DE000DJ4GVP8
DZ Bank Put 85 ELG 20.06.2025/ DE000DJ4GVP8 /
| 05/08/2024 08:12:08 |
Chg.+0.05 |
Bid19:26:08 |
Ask19:26:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+2.50% |
2.04
Bid Size: 10,500 |
2.07
Ask Size: 10,500 |
ELMOS SEMICOND. INH ... |
85.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
DJ4GVP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
28/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
1.20 |
| Time value: |
0.78 |
| Break-even: |
65.20 |
| Moneyness: |
1.16 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.54% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-1.86 |
| Rho: |
-0.50 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.21% |
| 1 Month |
|
|
-8.89% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-10.09% |
| 1 Year |
|
|
-8.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.87 |
| 1M High / 1M Low: |
2.27 |
1.86 |
| 6M High / 6M Low: |
2.67 |
1.23 |
| High (YTD): |
29/01/2024 |
2.72 |
| Low (YTD): |
10/06/2024 |
1.23 |
| 52W High: |
15/09/2023 |
3.08 |
| 52W Low: |
10/06/2024 |
1.23 |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.77% |
| Volatility 6M: |
|
83.76% |
| Volatility 1Y: |
|
69.70% |
| Volatility 3Y: |
|
- |
