DZ Bank Put 85 ELG 20.12.2024
/ DE000DJ4GVN3
DZ Bank Put 85 ELG 20.12.2024/ DE000DJ4GVN3 /
| 11/10/2024 08:21:06 |
Chg.-0.08 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
-3.90% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
85.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.38 |
| Parity: |
1.90 |
| Time value: |
0.21 |
| Break-even: |
63.90 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
4.46% |
| Delta: |
-0.75 |
| Theta: |
-0.04 |
| Omega: |
-2.34 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
2.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.37% |
| 1 Month |
|
|
+18.67% |
| 3 Months |
|
|
+31.33% |
| YTD |
|
|
-4.37% |
| 1 Year |
|
|
-21.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.97 |
| 1M High / 1M Low: |
2.31 |
1.66 |
| 6M High / 6M Low: |
2.31 |
0.74 |
| High (YTD): |
29/01/2024 |
2.56 |
| Low (YTD): |
10/06/2024 |
0.74 |
| 52W High: |
20/10/2023 |
2.90 |
| 52W Low: |
10/06/2024 |
0.74 |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
126.32% |
| Volatility 6M: |
|
137.19% |
| Volatility 1Y: |
|
110.22% |
| Volatility 3Y: |
|
- |
