DZ Bank Call 95 ELG 20.12.2024
/ DE000DJ33ZM3
DZ Bank Call 95 ELG 20.12.2024/ DE000DJ33ZM3 /
| 2024-06-17 8:19:05 AM |
Chg.-0.090 |
Bid6:00:17 PM |
Ask6:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-16.67% |
0.610
Bid Size: 10,500 |
0.640
Ask Size: 10,500 |
ELMOS SEMICOND. INH ... |
95.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ33ZM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.39 |
| Parity: |
-1.40 |
| Time value: |
0.47 |
| Break-even: |
99.70 |
| Moneyness: |
0.85 |
| Premium: |
0.23 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
6.14 |
| Rho: |
0.12 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.55% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-8.16% |
| YTD |
|
|
-45.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.540 |
| 1M High / 1M Low: |
0.910 |
0.540 |
| 6M High / 6M Low: |
0.910 |
0.290 |
| High (YTD): |
2024-06-10 |
0.910 |
| Low (YTD): |
2024-02-07 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.541 |
| Avg. volume 6M: |
|
4.839 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.84% |
| Volatility 6M: |
|
197.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
