DZ Bank Put 90 ELG 20.06.2025
/ DE000DQ39FS4
DZ Bank Put 90 ELG 20.06.2025/ DE000DQ39FS4 /
| 7/9/2024 3:35:20 PM |
Chg.0.000 |
Bid3:39:28 PM |
Ask3:39:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.430EUR |
0.00% |
2.430
Bid Size: 30,000 |
2.440
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
90.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
DQ39FS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
6/7/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.37 |
| Parity: |
1.35 |
| Time value: |
1.13 |
| Break-even: |
65.20 |
| Moneyness: |
1.18 |
| Premium: |
0.15 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.22% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-1.44 |
| Rho: |
-0.57 |
Quote data
| Open: |
2.440 |
| High: |
2.440 |
| Low: |
2.370 |
| Previous Close: |
2.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
+67.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
2.410 |
| 1M High / 1M Low: |
2.610 |
1.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
