DZ Bank Call 85 ELG 20.12.2024
/ DE000DJ3QFH9
DZ Bank Call 85 ELG 20.12.2024/ DE000DJ3QFH9 /
| 2024-06-25 8:22:43 AM |
Chg.-0.010 |
Bid8:43:40 PM |
Ask8:43:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-1.33% |
0.790
Bid Size: 7,500 |
0.820
Ask Size: 7,500 |
ELMOS SEMICOND. INH ... |
85.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ3QFH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
-0.75 |
| Time value: |
0.75 |
| Break-even: |
92.50 |
| Moneyness: |
0.91 |
| Premium: |
0.19 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.03 |
| Spread %: |
4.17% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
4.86 |
| Rho: |
0.14 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.48% |
| 1 Month |
|
|
-35.09% |
| 3 Months |
|
|
+13.85% |
| YTD |
|
|
-30.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.750 |
| 1M High / 1M Low: |
1.430 |
0.750 |
| 6M High / 6M Low: |
1.430 |
0.420 |
| High (YTD): |
2024-06-10 |
1.430 |
| Low (YTD): |
2024-01-29 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
1,050 |
| Avg. price 1M: |
|
1.091 |
| Avg. volume 1M: |
|
380.952 |
| Avg. price 6M: |
|
0.781 |
| Avg. volume 6M: |
|
160.888 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.95% |
| Volatility 6M: |
|
210.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
