DZ Bank Put 92 ELG 21.06.2024
/ DE000DJ03J12
DZ Bank Put 92 ELG 21.06.2024/ DE000DJ03J12 /
| 2024-05-24 8:09:35 AM |
Chg.-0.11 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-9.82% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
92.00 - |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-04-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
0.77 |
| Time value: |
0.20 |
| Break-even: |
82.30 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
-0.69 |
| Theta: |
-0.07 |
| Omega: |
-6.02 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.34% |
| 1 Month |
|
|
-39.88% |
| 3 Months |
|
|
-51.44% |
| YTD |
|
|
-54.09% |
| 1 Year |
|
|
-66.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.01 |
| 1M High / 1M Low: |
1.85 |
1.01 |
| 6M High / 6M Low: |
3.01 |
1.01 |
| High (YTD): |
2024-01-29 |
3.01 |
| Low (YTD): |
2024-05-24 |
1.01 |
| 52W High: |
2023-09-15 |
3.42 |
| 52W Low: |
2024-05-24 |
1.01 |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
192.56% |
| Volatility 6M: |
|
124.00% |
| Volatility 1Y: |
|
101.38% |
| Volatility 3Y: |
|
- |
