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DZ Bank Call 75 ELG 20.06.2025/  DE000DJ33ZN1  /

EUWAX
2024-09-26  8:14:10 AM Chg.+0.100 Bid9:38:45 PM Ask9:38:45 PM Underlying Strike price Expiration date Option type
0.710EUR +16.39% 0.820
Bid Size: 7,500		 0.840
Ask Size: 7,500		 ELMOS SEMICOND. INH ... 75.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ33ZN
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.41
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -1.01
Time value: 0.69
Break-even: 81.90
Moneyness: 0.87
Premium: 0.26
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 4.55%
Delta: 0.45
Theta: -0.02
Omega: 4.26
Rho: 0.16
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.33%
1 Month
  -48.55%
3 Months
  -60.56%
YTD
  -58.24%
1 Year
  -40.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.530
1M High / 1M Low: 1.610 0.530
6M High / 6M Low: 2.580 0.530
High (YTD): 2024-06-10 2.580
Low (YTD): 2024-09-24 0.530
52W High: 2024-06-10 2.580
52W Low: 2024-09-24 0.530
Avg. price 1W:   0.612
Avg. volume 1W:   0.000
Avg. price 1M:   0.982
Avg. volume 1M:   0.000
Avg. price 6M:   1.590
Avg. volume 6M:   6.589
Avg. price 1Y:   1.519
Avg. volume 1Y:   25.195
Volatility 1M:   188.76%
Volatility 6M:   150.65%
Volatility 1Y:   141.78%
Volatility 3Y:   -