DZ Bank Call 95 ELG 20.06.2025
/ DE000DJ33ZS0
DZ Bank Call 95 ELG 20.06.2025/ DE000DJ33ZS0 /
| 2024-06-25 8:04:54 PM |
Chg.+0.030 |
Bid2024-06-25 |
Ask2024-06-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+3.16% |
0.980
Bid Size: 7,500 |
1.010
Ask Size: 7,500 |
ELMOS SEMICOND. INH ... |
95.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ33ZS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
-1.75 |
| Time value: |
0.94 |
| Break-even: |
104.40 |
| Moneyness: |
0.82 |
| Premium: |
0.35 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
3.30% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
3.69 |
| Rho: |
0.25 |
Quote data
| Open: |
0.930 |
| High: |
0.990 |
| Low: |
0.900 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.52% |
| 1 Month |
|
|
-20.97% |
| 3 Months |
|
|
+32.43% |
| YTD |
|
|
-12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.950 |
| 1M High / 1M Low: |
1.540 |
0.940 |
| 6M High / 6M Low: |
1.540 |
0.470 |
| High (YTD): |
2024-06-07 |
1.540 |
| Low (YTD): |
2024-02-06 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.865 |
| Avg. volume 6M: |
|
246 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.24% |
| Volatility 6M: |
|
161.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
