OverviewChartNewsTraderScreen

DZ Bank Call 80 ELG 20.06.2025/  DE000DJ33ZP6  /

Frankfurt Zert./DZB
2024-11-18  9:04:43 AM Chg.-0.020 Bid9:10:23 AM Ask9:10:23 AM Underlying Strike price Expiration date Option type
0.390EUR -4.88% 0.390
Bid Size: 30,000		 0.400
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 80.00 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.05
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.41
Parity: -1.38
Time value: 0.44
Break-even: 84.40
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.51
Spread abs.: 0.03
Spread %: 7.32%
Delta: 0.36
Theta: -0.02
Omega: 5.38
Rho: 0.11
 

Quote data

Open: 0.410
High: 0.410
Low: 0.390
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.41%
1 Month
  -15.22%
3 Months
  -66.95%
YTD
  -74.84%
1 Year
  -77.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.360
1M High / 1M Low: 0.480 0.170
6M High / 6M Low: 2.300 0.170
High (YTD): 2024-06-07 2.300
Low (YTD): 2024-10-31 0.170
52W High: 2024-06-07 2.300
52W Low: 2024-10-31 0.170
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   1.096
Avg. volume 6M:   0.000
Avg. price 1Y:   1.189
Avg. volume 1Y:   23.622
Volatility 1M:   454.54%
Volatility 6M:   231.56%
Volatility 1Y:   192.72%
Volatility 3Y:   -