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DZ Bank Put 85 ELG 20.06.2025/  DE000DJ4GVP8  /

Frankfurt Zert./DZB
1/23/2025  9:12:28 PM Chg.+0.010 Bid9:29:22 PM Ask9:29:22 PM Underlying Strike price Expiration date Option type
1.470EUR +0.68% 1.470
Bid Size: 7,500		 1.490
Ask Size: 7,500		 ELMOS SEMICOND. INH ... 85.00 - 6/20/2025 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: 6/20/2025
Issue date: 7/28/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.12
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.87
Implied volatility: 0.52
Historic volatility: 0.43
Parity: 0.87
Time value: 0.62
Break-even: 70.10
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 2.05%
Delta: -0.55
Theta: -0.03
Omega: -2.81
Rho: -0.23
 

Quote data

Open: 1.440
High: 1.500
Low: 1.430
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -33.18%
3 Months
  -44.32%
YTD
  -29.33%
1 Year
  -39.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.610 1.400
1M High / 1M Low: 2.200 1.400
6M High / 6M Low: 3.210 1.210
High (YTD): 1/2/2025 2.200
Low (YTD): 1/20/2025 1.400
52W High: 10/31/2024 3.210
52W Low: 8/30/2024 1.210
Avg. price 1W:   1.478
Avg. volume 1W:   0.000
Avg. price 1M:   1.689
Avg. volume 1M:   0.000
Avg. price 6M:   2.120
Avg. volume 6M:   0.000
Avg. price 1Y:   2.047
Avg. volume 1Y:   0.000
Volatility 1M:   133.50%
Volatility 6M:   100.66%
Volatility 1Y:   92.29%
Volatility 3Y:   -