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DZ Bank Call 80 ELG 20.06.2025/  DE000DJ33ZP6  /

Frankfurt Zert./DZB
05/08/2024  14:34:46 Chg.-0.230 Bid14:38:22 Ask14:38:22 Underlying Strike price Expiration date Option type
0.840EUR -21.50% 0.860
Bid Size: 30,000		 0.870
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 80.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ33ZP
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 20/06/2025
Issue date: 14/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.46
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.38
Parity: -0.70
Time value: 1.13
Break-even: 91.30
Moneyness: 0.91
Premium: 0.25
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 2.73%
Delta: 0.54
Theta: -0.02
Omega: 3.47
Rho: 0.24
 

Quote data

Open: 0.940
High: 0.990
Low: 0.840
Previous Close: 1.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.80%
1 Month
  -49.70%
3 Months
  -40.00%
YTD
  -45.81%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.070
1M High / 1M Low: 2.010 1.070
6M High / 6M Low: 2.300 0.730
High (YTD): 07/06/2024 2.300
Low (YTD): 06/02/2024 0.730
52W High: 07/06/2024 2.300
52W Low: 06/02/2024 0.730
Avg. price 1W:   1.202
Avg. volume 1W:   0.000
Avg. price 1M:   1.572
Avg. volume 1M:   0.000
Avg. price 6M:   1.425
Avg. volume 6M:   47.244
Avg. price 1Y:   1.359
Avg. volume 1Y:   23.622
Volatility 1M:   184.42%
Volatility 6M:   154.58%
Volatility 1Y:   135.92%
Volatility 3Y:   -