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DZ Bank Put 92 ELG 21.06.2024/  DE000DJ03J12  /

Frankfurt Zert./DZB
2024-05-02  3:35:23 PM Chg.+0.110 Bid4:01:16 PM Ask4:01:16 PM Underlying Strike price Expiration date Option type
1.720EUR +6.83% 1.720
Bid Size: 30,000		 1.740
Ask Size: 30,000		 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: -4.67
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.40
Implied volatility: 0.66
Historic volatility: 0.39
Parity: 1.40
Time value: 0.27
Break-even: 75.30
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.28
Spread abs.: 0.06
Spread %: 3.73%
Delta: -0.70
Theta: -0.06
Omega: -3.28
Rho: -0.10
 

Quote data

Open: 1.610
High: 1.720
Low: 1.600
Previous Close: 1.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -21.10%
3 Months
  -39.65%
YTD
  -22.17%
1 Year
  -43.05%
3 Years     -
5 Years     -
1W High / 1W Low: 1.720 1.550
1M High / 1M Low: 2.540 1.480
6M High / 6M Low: 3.020 1.480
High (YTD): 2024-01-17 3.020
Low (YTD): 2024-04-10 1.480
52W High: 2023-09-15 3.410
52W Low: 2024-04-10 1.480
Avg. price 1W:   1.620
Avg. volume 1W:   0.000
Avg. price 1M:   1.919
Avg. volume 1M:   0.000
Avg. price 6M:   2.257
Avg. volume 6M:   0.000
Avg. price 1Y:   2.525
Avg. volume 1Y:   0.000
Volatility 1M:   164.63%
Volatility 6M:   102.78%
Volatility 1Y:   91.26%
Volatility 3Y:   -