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DZ Bank Put 92 ELG 21.06.2024/  DE000DJ03J12  /

EUWAX
2024-05-27  8:09:20 AM Chg.-0.060 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.950EUR -5.94% -
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: 0.85
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: 0.950
High: 0.950
Low: 0.950
Previous Close: 1.010
Turnover: 0.000
Market phase: SU
 
  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: 1.510 1.010
1M High / 1M Low: 1.850 1.010
6M High / 6M Low: 3.010 1.010
High (YTD): 2024-01-29 3.010
Low (YTD): 2024-05-24 1.010
52W High: 2023-09-15 3.420
52W Low: 2024-05-24 1.010
Avg. price 1W:   1.296
Avg. volume 1W:   0.000
Avg. price 1M:   1.539
Avg. volume 1M:   0.000
Avg. price 6M:   2.154
Avg. volume 6M:   0.000
Avg. price 1Y:   2.419
Avg. volume 1Y:   0.000
Volatility 1M:   192.56%
Volatility 6M:   124.00%
Volatility 1Y:   101.38%
Volatility 3Y:   -