DZ Bank Put 85 ELG 20.06.2025
/ DE000DJ4GVP8
DZ Bank Put 85 ELG 20.06.2025/ DE000DJ4GVP8 /
| 24/01/2025 08:22:59 |
Chg.+0.05 |
Bid15:45:55 |
Ask15:45:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+3.47% |
1.47
Bid Size: 30,000 |
1.48
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
85.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
DJ4GVP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
28/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.43 |
| Parity: |
0.92 |
| Time value: |
0.57 |
| Break-even: |
70.10 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.05% |
| Delta: |
-0.56 |
| Theta: |
-0.03 |
| Omega: |
-2.86 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.70% |
| 1 Month |
|
|
-29.05% |
| 3 Months |
|
|
-43.13% |
| YTD |
|
|
-27.67% |
| 1 Year |
|
|
-36.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.41 |
| 1M High / 1M Low: |
2.20 |
1.41 |
| 6M High / 6M Low: |
3.22 |
1.25 |
| High (YTD): |
03/01/2025 |
2.18 |
| Low (YTD): |
21/01/2025 |
1.41 |
| 52W High: |
31/10/2024 |
3.22 |
| 52W Low: |
10/06/2024 |
1.23 |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
140.38% |
| Volatility 6M: |
|
100.48% |
| Volatility 1Y: |
|
91.98% |
| Volatility 3Y: |
|
- |