DZ Bank Put 92 ELG 21.06.2024
/ DE000DJ03J12
DZ Bank Put 92 ELG 21.06.2024/ DE000DJ03J12 /
| 2024-05-27 8:09:20 AM |
Chg.-0.06 |
Bid9:25:04 AM |
Ask9:25:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-5.94% |
0.88
Bid Size: 30,000 |
-
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: |
0.85 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.39 |
| Parity: |
0.77 |
| Time value: |
0.20 |
| Break-even: |
82.30 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
-0.69 |
| Theta: |
-0.08 |
| Omega: |
-6.03 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.48% |
| 1 Month |
|
|
-43.45% |
| 3 Months |
|
|
-54.33% |
| YTD |
|
|
-56.82% |
| 1 Year |
|
|
-68.23% |
| 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: |
|
- |
