DZ Bank Put 85 ELG 20.06.2025
/ DE000DJ4GVP8
DZ Bank Put 85 ELG 20.06.2025/ DE000DJ4GVP8 /
| 2024-06-07 11:34:44 AM |
Chg.-0.030 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-2.27% |
1.290
Bid Size: 30,000 |
1.300
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
85.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
DJ4GVP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
-0.23 |
| Time value: |
1.35 |
| Break-even: |
71.50 |
| Moneyness: |
0.97 |
| Premium: |
0.18 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.27% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-2.29 |
| Rho: |
-0.46 |
Quote data
| Open: |
1.320 |
| High: |
1.400 |
| Low: |
1.270 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.15% |
| 1 Month |
|
|
-27.12% |
| 3 Months |
|
|
-33.85% |
| YTD |
|
|
-42.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.230 |
| 1M High / 1M Low: |
1.990 |
1.230 |
| 6M High / 6M Low: |
2.730 |
1.230 |
| High (YTD): |
2024-01-17 |
2.730 |
| Low (YTD): |
2024-06-05 |
1.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.00% |
| Volatility 6M: |
|
74.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
