DZ Bank Call 100 ELG 20.06.2025
/ DE000DJ39X87
DZ Bank Call 100 ELG 20.06.2025/ DE000DJ39X87 /
02/08/2024 08:13:46 |
Chg.-0.240 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-30.77% |
- Bid Size: - |
- Ask Size: - |
ELMOS SEMICOND. INH ... |
100.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ39X8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELMOS SEMICOND. INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
20/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.38 |
Parity: |
-2.70 |
Time value: |
0.59 |
Break-even: |
105.90 |
Moneyness: |
0.73 |
Premium: |
0.45 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.03 |
Spread %: |
5.36% |
Delta: |
0.34 |
Theta: |
-0.02 |
Omega: |
4.21 |
Rho: |
0.17 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.87% |
1 Month |
|
|
-38.64% |
3 Months |
|
|
-33.33% |
YTD |
|
|
-45.45% |
1 Year |
|
|
-64.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.540 |
1M High / 1M Low: |
1.240 |
0.540 |
6M High / 6M Low: |
1.310 |
0.420 |
High (YTD): |
10/06/2024 |
1.310 |
Low (YTD): |
07/02/2024 |
0.420 |
52W High: |
04/08/2023 |
1.510 |
52W Low: |
07/02/2024 |
0.420 |
Avg. price 1W: |
|
0.710 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.944 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.823 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.837 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
198.89% |
Volatility 6M: |
|
174.83% |
Volatility 1Y: |
|
151.69% |
Volatility 3Y: |
|
- |