DZ Bank Put 92 ELG 20.12.2024
/ DE000DJ03J20
DZ Bank Put 92 ELG 20.12.2024/ DE000DJ03J20 /
| 2024-08-02 8:08:33 AM |
Chg.+0.26 |
Bid12:38:56 PM |
Ask12:38:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+13.40% |
2.09
Bid Size: 30,000 |
2.11
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
92.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
DJ03J2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
92.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-04-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.39 |
| Parity: |
1.83 |
| Time value: |
0.33 |
| Break-even: |
70.40 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
2.86% |
| Delta: |
-0.67 |
| Theta: |
-0.03 |
| Omega: |
-2.29 |
| Rho: |
-0.27 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
1.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.17% |
| 1 Month |
|
|
-5.58% |
| 3 Months |
|
|
+7.84% |
| YTD |
|
|
-13.73% |
| 1 Year |
|
|
-5.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
1.94 |
| 1M High / 1M Low: |
2.37 |
1.78 |
| 6M High / 6M Low: |
3.16 |
1.09 |
| High (YTD): |
2024-01-29 |
3.18 |
| Low (YTD): |
2024-06-10 |
1.09 |
| 52W High: |
2023-09-15 |
3.56 |
| 52W Low: |
2024-06-10 |
1.09 |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
106.11% |
| Volatility 6M: |
|
106.15% |
| Volatility 1Y: |
|
86.35% |
| Volatility 3Y: |
|
- |
