DZ Bank Call 120 ELG 20.12.2024/  DE000DJ0BD95  /

EUWAX
8/2/2024  8:10:31 AM Chg.-0.060 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.050EUR -54.55% -
Bid Size: -
-
Ask Size: -
ELMOS SEMICOND. INH ... 120.00 - 12/20/2024 Call
 

Master data

WKN: DJ0BD9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/20/2024
Issue date: 3/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 89.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.38
Parity: -4.70
Time value: 0.08
Break-even: 120.82
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 2.75
Spread abs.: 0.03
Spread %: 57.69%
Delta: 0.09
Theta: -0.01
Omega: 7.72
Rho: 0.02
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.75%
1 Month
  -79.17%
3 Months
  -77.27%
YTD
  -89.36%
1 Year
  -94.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.050
1M High / 1M Low: 0.310 0.050
6M High / 6M Low: 0.310 0.050
High (YTD): 1/2/2024 0.390
Low (YTD): 8/2/2024 0.050
52W High: 11/29/2023 0.690
52W Low: 8/2/2024 0.050
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   476.190
Avg. price 6M:   0.200
Avg. volume 6M:   622.047
Avg. price 1Y:   0.286
Avg. volume 1Y:   311.024
Volatility 1M:   353.01%
Volatility 6M:   311.31%
Volatility 1Y:   255.17%
Volatility 3Y:   -