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DZ Bank Put 92 ELG 21.06.2024/  DE000DJ03J12  /

Frankfurt Zert./DZB
23/05/2024  20:35:12 Chg.-0.220 Bid23/05/2024 Ask23/05/2024 Underlying Strike price Expiration date Option type
1.040EUR -17.46% 1.040
Bid Size: 7,500		 1.100
Ask Size: 7,500		 ELMOS SEMICOND. INH ... 92.00 - 21/06/2024 Put
 

Master data

WKN: DJ03J1
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Put
Strike price: 92.00 -
Maturity: 21/06/2024
Issue date: 13/04/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.18
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.04
Implied volatility: 0.72
Historic volatility: 0.39
Parity: 1.04
Time value: 0.28
Break-even: 78.80
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.53
Spread abs.: 0.06
Spread %: 4.76%
Delta: -0.68
Theta: -0.09
Omega: -4.22
Rho: -0.05
 

Quote data

Open: 1.170
High: 1.170
Low: 0.960
Previous Close: 1.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.80%
1 Month
  -55.36%
3 Months
  -54.39%
YTD
  -52.94%
1 Year
  -64.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.620 1.260
1M High / 1M Low: 2.330 1.260
6M High / 6M Low: 3.020 1.260
High (YTD): 17/01/2024 3.020
Low (YTD): 22/05/2024 1.260
52W High: 15/09/2023 3.410
52W Low: 22/05/2024 1.260
Avg. price 1W:   1.476
Avg. volume 1W:   0.000
Avg. price 1M:   1.649
Avg. volume 1M:   0.000
Avg. price 6M:   2.169
Avg. volume 6M:   0.000
Avg. price 1Y:   2.435
Avg. volume 1Y:   0.000
Volatility 1M:   181.06%
Volatility 6M:   119.58%
Volatility 1Y:   99.27%
Volatility 3Y:   -