DZ Bank Put 80 ELG 20.12.2024
/ DE000DJ330A8
DZ Bank Put 80 ELG 20.12.2024/ DE000DJ330A8 /
2024-05-24 9:34:36 PM |
Chg.-0.030 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-3.45% |
0.840 Bid Size: 3,000 |
0.870 Ask Size: 3,000 |
ELMOS SEMICOND. INH ... |
80.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ330A |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELMOS SEMICOND. INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.39 |
Parity: |
-0.43 |
Time value: |
0.87 |
Break-even: |
71.30 |
Moneyness: |
0.95 |
Premium: |
0.15 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.03 |
Spread %: |
3.57% |
Delta: |
-0.35 |
Theta: |
-0.02 |
Omega: |
-3.39 |
Rho: |
-0.22 |
Quote data
Open: |
0.870 |
High: |
0.890 |
Low: |
0.810 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.32% |
1 Month |
|
|
-31.71% |
3 Months |
|
|
-40.85% |
YTD |
|
|
-49.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.150 |
0.840 |
1M High / 1M Low: |
1.350 |
0.840 |
6M High / 6M Low: |
2.140 |
0.840 |
High (YTD): |
2024-01-17 |
2.140 |
Low (YTD): |
2024-05-24 |
0.840 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.167 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.549 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.00% |
Volatility 6M: |
|
103.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |