DZ Bank Put 85 ELG 20.12.2024
/ DE000DJ4GVN3
DZ Bank Put 85 ELG 20.12.2024/ DE000DJ4GVN3 /
| 8/5/2024 8:12:08 AM |
Chg.+0.04 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+2.47% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
85.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.38 |
| Parity: |
1.20 |
| Time value: |
0.38 |
| Break-even: |
69.20 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.94% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-2.87 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.29% |
| 3 Months |
|
|
-2.35% |
| YTD |
|
|
-19.42% |
| 1 Year |
|
|
-16.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.39 |
| 1M High / 1M Low: |
1.81 |
1.31 |
| 6M High / 6M Low: |
2.51 |
0.74 |
| High (YTD): |
1/29/2024 |
2.56 |
| Low (YTD): |
6/10/2024 |
0.74 |
| 52W High: |
9/15/2023 |
2.93 |
| 52W Low: |
6/10/2024 |
0.74 |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
143.42% |
| Volatility 6M: |
|
120.79% |
| Volatility 1Y: |
|
96.48% |
| Volatility 3Y: |
|
- |
