DZ Bank Call 85 ELG 20.06.2025
/ DE000DJ33ZQ4
DZ Bank Call 85 ELG 20.06.2025/ DE000DJ33ZQ4 /
06/08/2024 08:12:53 |
Chg.+0.080 |
Bid18:21:32 |
Ask18:21:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+10.53% |
0.890 Bid Size: 10,500 |
0.910 Ask Size: 10,500 |
ELMOS SEMICOND. INH ... |
85.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ33ZQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELMOS SEMICOND. INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
14/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
-1.32 |
Time value: |
0.83 |
Break-even: |
93.30 |
Moneyness: |
0.84 |
Premium: |
0.30 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.03 |
Spread %: |
3.75% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
3.94 |
Rho: |
0.21 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-30.00% |
YTD |
|
|
-37.31% |
1 Year |
|
|
-56.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.230 |
0.760 |
1M High / 1M Low: |
1.770 |
0.760 |
6M High / 6M Low: |
2.000 |
0.630 |
High (YTD): |
10/06/2024 |
2.000 |
Low (YTD): |
07/02/2024 |
0.630 |
52W High: |
10/06/2024 |
2.000 |
52W Low: |
07/02/2024 |
0.630 |
Avg. price 1W: |
|
1.006 |
Avg. volume 1W: |
|
50 |
Avg. price 1M: |
|
1.377 |
Avg. volume 1M: |
|
23.810 |
Avg. price 6M: |
|
1.244 |
Avg. volume 6M: |
|
29.134 |
Avg. price 1Y: |
|
1.196 |
Avg. volume 1Y: |
|
14.510 |
Volatility 1M: |
|
191.17% |
Volatility 6M: |
|
161.92% |
Volatility 1Y: |
|
140.40% |
Volatility 3Y: |
|
- |