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DZ Bank Put 92 ELG 20.12.2024/  DE000DJ03J20  /

Frankfurt Zert./DZB
2024-05-27  5:04:43 PM Chg.-0.080 Bid5:29:03 PM Ask5:29:03 PM Underlying Strike price Expiration date Option type
1.420EUR -5.33% -
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: -5.51
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.77
Implied volatility: 0.47
Historic volatility: 0.39
Parity: 0.77
Time value: 0.76
Break-even: 76.70
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 2.00%
Delta: -0.50
Theta: -0.02
Omega: -2.78
Rho: -0.33
 

Quote data

Open: 1.500
High: 1.500
Low: 1.350
Previous Close: 1.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.87%
1 Month
  -30.05%
3 Months
  -38.79%
YTD
  -44.53%
1 Year
  -55.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.960 1.500
1M High / 1M Low: 2.220 1.500
6M High / 6M Low: 3.190 1.500
High (YTD): 2024-01-17 3.190
Low (YTD): 2024-05-24 1.500
52W High: 2023-09-15 3.560
52W Low: 2024-05-24 1.500
Avg. price 1W:   1.732
Avg. volume 1W:   0.000
Avg. price 1M:   1.959
Avg. volume 1M:   0.000
Avg. price 6M:   2.459
Avg. volume 6M:   0.000
Avg. price 1Y:   2.687
Avg. volume 1Y:   0.000
Volatility 1M:   104.59%
Volatility 6M:   85.09%
Volatility 1Y:   75.43%
Volatility 3Y:   -