DZ Bank Call 80 ELG 20.06.2025
/ DE000DJ33ZP6
DZ Bank Call 80 ELG 20.06.2025/ DE000DJ33ZP6 /
| 2024-06-07 8:18:55 AM |
Chg.-0.16 |
Bid10:19:40 AM |
Ask10:19:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-7.11% |
2.14
Bid Size: 30,000 |
2.15
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: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
0.73 |
| Time value: |
1.40 |
| Break-even: |
101.30 |
| Moneyness: |
1.09 |
| Premium: |
0.16 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.43% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
2.84 |
| Rho: |
0.40 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.42% |
| 1 Month |
|
|
+24.40% |
| 3 Months |
|
|
+77.12% |
| YTD |
|
|
+38.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.78 |
| 1M High / 1M Low: |
2.25 |
1.39 |
| 6M High / 6M Low: |
2.25 |
0.73 |
| High (YTD): |
2024-06-06 |
2.25 |
| Low (YTD): |
2024-02-07 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
65.22 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
36 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.15% |
| Volatility 6M: |
|
143.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
