OverviewChartNewsTraderScreen

DZ Bank Call 140 ELG 20.12.2024/  DE000DJ03JZ2  /

EUWAX
5/17/2024  8:10:31 AM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 140.00 - 12/20/2024 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: 12/20/2024
Issue date: 4/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.13
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.39
Parity: -6.18
Time value: 0.15
Break-even: 141.50
Moneyness: 0.56
Premium: 0.81
Premium p.a.: 1.72
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.12
Theta: -0.01
Omega: 6.01
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+550.00%
3 Months  
+8.33%
YTD
  -56.67%
1 Year
  -82.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.170 0.001
6M High / 6M Low: 0.460 0.001
High (YTD): 1/8/2024 0.240
Low (YTD): 4/23/2024 0.001
52W High: 6/29/2023 0.990
52W Low: 4/23/2024 0.001
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   41,066.16%
Volatility 6M:   16,593.01%
Volatility 1Y:   11,671.04%
Volatility 3Y:   -