DZ Bank Call 80 ELG 20.06.2025
/ DE000DJ33ZP6
DZ Bank Call 80 ELG 20.06.2025/ DE000DJ33ZP6 /
| 2024-06-07 9:04:38 AM |
Chg.-0.130 |
Bid9:08:32 AM |
Ask9:08:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.970EUR |
-6.19% |
2.160
Bid Size: 30,000 |
2.170
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
80.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ33ZP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
0.92 |
| Time value: |
1.36 |
| Break-even: |
102.80 |
| Moneyness: |
1.12 |
| Premium: |
0.15 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.33% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
2.77 |
| Rho: |
0.42 |
Quote data
| Open: |
2.090 |
| High: |
2.090 |
| Low: |
1.970 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.14% |
| 1 Month |
|
|
+10.67% |
| 3 Months |
|
|
+58.87% |
| YTD |
|
|
+27.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
1.910 |
| 1M High / 1M Low: |
2.250 |
1.460 |
| 6M High / 6M Low: |
2.250 |
0.730 |
| High (YTD): |
2024-06-05 |
2.250 |
| Low (YTD): |
2024-02-06 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.298 |
| Avg. volume 6M: |
|
48 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.95% |
| Volatility 6M: |
|
144.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
