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DZ Bank Call 90 ELG 20.06.2025/  DE000DJ33ZR2  /

EUWAX
11/09/2024  08:16:09 Chg.-0.030 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.470EUR -6.00% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 90.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ33ZR
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 20/06/2025
Issue date: 14/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.75
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.38
Parity: -1.99
Time value: 0.51
Break-even: 95.10
Moneyness: 0.78
Premium: 0.36
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 6.25%
Delta: 0.35
Theta: -0.02
Omega: 4.76
Rho: 0.15
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.84%
1 Month
  -29.85%
3 Months
  -70.25%
YTD
  -61.16%
1 Year
  -52.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.470
1M High / 1M Low: 0.880 0.470
6M High / 6M Low: 1.710 0.470
High (YTD): 06/06/2024 1.710
Low (YTD): 06/09/2024 0.470
52W High: 06/06/2024 1.710
52W Low: 06/09/2024 0.470
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   0.712
Avg. volume 1M:   0.000
Avg. price 6M:   1.054
Avg. volume 6M:   1.550
Avg. price 1Y:   1.018
Avg. volume 1Y:   .781
Volatility 1M:   164.50%
Volatility 6M:   159.59%
Volatility 1Y:   145.01%
Volatility 3Y:   -