DZ Bank Put 85 ELG 21.06.2024
/ DE000DJ4GVM5
DZ Bank Put 85 ELG 21.06.2024/ DE000DJ4GVM5 /
| 2024-05-07 8:22:02 AM |
Chg.-0.24 |
Bid10:16:27 AM |
Ask10:16:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-19.67% |
0.86
Bid Size: 30,000 |
0.87
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
85.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
DJ4GVM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.88 |
| Time value: |
0.23 |
| Break-even: |
73.90 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.07 |
| Spread %: |
6.73% |
| Delta: |
-0.68 |
| Theta: |
-0.05 |
| Omega: |
-4.66 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-34.23% |
| 3 Months |
|
|
-57.21% |
| YTD |
|
|
-42.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
0.98 |
| 1M High / 1M Low: |
1.90 |
0.97 |
| 6M High / 6M Low: |
2.34 |
0.97 |
| High (YTD): |
2024-01-29 |
2.34 |
| Low (YTD): |
2024-04-15 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.47% |
| Volatility 6M: |
|
128.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
