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DZ Bank Put 92 ELG 20.12.2024/  DE000DJ03J20  /

Frankfurt Zert./DZB
2024-06-05  9:34:51 PM Chg.-0.160 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
1.090EUR -12.80% -
Bid Size: -		 -
Ask Size: -		 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: -6.83
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.52
Implied volatility: 0.42
Historic volatility: 0.39
Parity: 0.52
Time value: 0.75
Break-even: 79.30
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 2.42%
Delta: -0.49
Theta: -0.02
Omega: -3.33
Rho: -0.30
 

Quote data

Open: 1.220
High: 1.220
Low: 1.090
Previous Close: 1.250
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -25.85%
1 Month
  -46.83%
3 Months
  -53.22%
YTD
  -57.42%
1 Year
  -65.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.090
1M High / 1M Low: 2.140 1.090
6M High / 6M Low: 3.190 1.090
High (YTD): 2024-01-17 3.190
Low (YTD): 2024-06-05 1.090
52W High: 2023-09-15 3.560
52W Low: 2024-06-05 1.090
Avg. price 1W:   1.300
Avg. volume 1W:   0.000
Avg. price 1M:   1.720
Avg. volume 1M:   0.000
Avg. price 6M:   2.396
Avg. volume 6M:   0.000
Avg. price 1Y:   2.632
Avg. volume 1Y:   0.000
Volatility 1M:   106.14%
Volatility 6M:   86.30%
Volatility 1Y:   77.25%
Volatility 3Y:   -