DZ Bank Put 90 ELG 20.06.2025
/ DE000DQ39FS4
DZ Bank Put 90 ELG 20.06.2025/ DE000DQ39FS4 /
| 2024-11-15 8:21:39 AM |
Chg.-0.23 |
Bid2024-11-15 |
Ask2024-11-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-8.10% |
2.61
Bid Size: 10,500 |
2.66
Ask Size: 10,500 |
ELMOS SEMICOND. INH ... |
90.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-06-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.41 |
| Parity: |
2.23 |
| Time value: |
0.38 |
| Break-even: |
63.90 |
| Moneyness: |
1.33 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
2.35% |
| Delta: |
-0.65 |
| Theta: |
-0.02 |
| Omega: |
-1.70 |
| Rho: |
-0.42 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.06% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+24.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.61 |
| 1M High / 1M Low: |
3.69 |
2.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
