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DZ Bank Call 140 ELG 20.12.2024/  DE000DJ03JZ2  /

EUWAX
2024-06-07  8:10:13 AM Chg.-0.010 Bid12:11:52 PM Ask12:11:52 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.110
Bid Size: 30,000		 0.120
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 140.00 - 2024-12-20 Call
 

Master data

WKN: DJ03JZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 79.36
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.39
Parity: -5.27
Time value: 0.11
Break-even: 141.10
Moneyness: 0.62
Premium: 0.62
Premium p.a.: 1.45
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.10
Theta: -0.01
Omega: 7.71
Rho: 0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month
  -43.75%
3 Months
  -10.00%
YTD
  -70.00%
1 Year
  -88.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.065
1M High / 1M Low: 0.170 0.053
6M High / 6M Low: 0.360 0.001
High (YTD): 2024-01-08 0.240
Low (YTD): 2024-04-23 0.001
52W High: 2023-06-29 0.990
52W Low: 2024-04-23 0.001
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.273
Avg. volume 1Y:   0.000
Volatility 1M:   252.82%
Volatility 6M:   16,529.47%
Volatility 1Y:   11,671.23%
Volatility 3Y:   -