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DZ Bank Put 85 ELG 20.12.2024/  DE000DJ4GVN3  /

Frankfurt Zert./DZB
2024-09-09  9:35:13 PM Chg.+0.030 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.590EUR +1.92% 1.590
Bid Size: 3,000		 1.650
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 85.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ4GVN
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 85.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.36
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.39
Implied volatility: 0.50
Historic volatility: 0.38
Parity: 1.39
Time value: 0.24
Break-even: 68.70
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 3.82%
Delta: -0.69
Theta: -0.03
Omega: -3.02
Rho: -0.18
 

Quote data

Open: 1.510
High: 1.630
Low: 1.480
Previous Close: 1.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+65.63%
1 Month  
+3.92%
3 Months  
+117.81%
YTD
  -21.29%
1 Year
  -32.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.560 0.960
1M High / 1M Low: 1.560 0.800
6M High / 6M Low: 2.160 0.730
High (YTD): 2024-01-17 2.570
Low (YTD): 2024-06-07 0.730
52W High: 2023-09-15 2.930
52W Low: 2024-06-07 0.730
Avg. price 1W:   1.288
Avg. volume 1W:   0.000
Avg. price 1M:   1.197
Avg. volume 1M:   0.000
Avg. price 6M:   1.450
Avg. volume 6M:   0.000
Avg. price 1Y:   1.860
Avg. volume 1Y:   0.000
Volatility 1M:   178.37%
Volatility 6M:   133.05%
Volatility 1Y:   107.81%
Volatility 3Y:   -