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DZ Bank Call 85 ELG 20.12.2024/  DE000DJ3QFH9  /

EUWAX
2024-07-10  8:25:49 AM Chg.-0.060 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.770EUR -7.23% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 85.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ3QFH
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.36
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.37
Parity: -1.01
Time value: 0.80
Break-even: 93.00
Moneyness: 0.88
Premium: 0.24
Premium p.a.: 0.62
Spread abs.: 0.03
Spread %: 3.90%
Delta: 0.46
Theta: -0.04
Omega: 4.30
Rho: 0.12
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.48%
1 Month
  -38.40%
3 Months
  -18.95%
YTD
  -27.36%
1 Year
  -51.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.720
1M High / 1M Low: 1.250 0.680
6M High / 6M Low: 1.430 0.420
High (YTD): 2024-06-10 1.430
Low (YTD): 2024-01-29 0.420
52W High: 2023-07-18 2.060
52W Low: 2024-01-29 0.420
Avg. price 1W:   0.776
Avg. volume 1W:   0.000
Avg. price 1M:   0.884
Avg. volume 1M:   295.455
Avg. price 6M:   0.772
Avg. volume 6M:   158.354
Avg. price 1Y:   0.920
Avg. volume 1Y:   78.559
Volatility 1M:   221.84%
Volatility 6M:   209.34%
Volatility 1Y:   171.91%
Volatility 3Y:   -