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.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
- |
-
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: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.39 |
| Parity: |
0.52 |
| Time value: |
0.38 |
| Break-even: |
83.00 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.60 |
| Theta: |
-0.18 |
| Omega: |
-5.74 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-48.65% |
| 3 Months |
|
|
-54.33% |
| YTD |
|
|
-56.82% |
| 1 Year |
|
|
-67.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.850 |
0.950 |
| 6M High / 6M Low: |
3.010 |
0.950 |
| High (YTD): |
2024-01-29 |
3.010 |
| Low (YTD): |
2024-05-27 |
0.950 |
| 52W High: |
2023-09-15 |
3.420 |
| 52W Low: |
2024-05-27 |
0.950 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.154 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.398 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
203.18% |
| Volatility 6M: |
|
124.74% |
| Volatility 1Y: |
|
102.15% |
| Volatility 3Y: |
|
- |
