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DZ Bank Call 90 ELG 20.06.2025/  DE000DJ33ZR2  /

Frankfurt Zert./DZB
8/2/2024  9:35:23 PM Chg.-0.060 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.750EUR -7.41% 0.770
Bid Size: 3,000		 0.800
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 90.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/14/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.13
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.38
Parity: -1.70
Time value: 0.80
Break-even: 98.00
Moneyness: 0.81
Premium: 0.34
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 3.90%
Delta: 0.43
Theta: -0.02
Omega: 3.91
Rho: 0.20
 

Quote data

Open: 0.740
High: 0.830
Low: 0.690
Previous Close: 0.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.44%
1 Month
  -33.04%
3 Months
  -29.25%
YTD
  -39.52%
1 Year
  -56.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.750
1M High / 1M Low: 1.580 0.750
6M High / 6M Low: 1.750 0.550
High (YTD): 6/7/2024 1.750
Low (YTD): 2/6/2024 0.550
52W High: 6/7/2024 1.750
52W Low: 2/6/2024 0.550
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   1.197
Avg. volume 1M:   0.000
Avg. price 6M:   1.073
Avg. volume 6M:   48.819
Avg. price 1Y:   1.052
Avg. volume 1Y:   24.314
Volatility 1M:   207.14%
Volatility 6M:   166.85%
Volatility 1Y:   144.18%
Volatility 3Y:   -