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DZ Bank Put 80 AMD 20.12.2024/  DE000DJ04ZF8  /

Frankfurt Zert./DZB
2024-05-06  9:34:54 PM Chg.-0.010 Bid9:55:00 PM Ask9:55:00 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 Advanced Micro Devic... 80.00 USD 2024-12-20 Put
 

Master data

WKN: DJ04ZF
Issuer: DZ Bank AG
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -116.65
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.44
Parity: -6.56
Time value: 0.12
Break-even: 73.16
Moneyness: 0.53
Premium: 0.48
Premium p.a.: 0.87
Spread abs.: 0.03
Spread %: 33.33%
Delta: -0.04
Theta: -0.01
Omega: -4.82
Rho: -0.04
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -11.11%
3 Months
  -33.33%
YTD
  -55.56%
1 Year
  -93.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.150 0.080
6M High / 6M Low: 0.540 0.080
High (YTD): 2024-01-03 0.270
Low (YTD): 2024-05-06 0.080
52W High: 2023-05-12 1.140
52W Low: 2024-05-06 0.080
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.470
Avg. volume 1Y:   0.000
Volatility 1M:   205.20%
Volatility 6M:   166.78%
Volatility 1Y:   141.31%
Volatility 3Y:   -