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DZ Bank Call 90 ELG 20.06.2025/  DE000DJ33ZR2  /

Frankfurt Zert./DZB
9/9/2024  9:35:16 PM Chg.+0.090 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.500EUR +21.95% 0.500
Bid Size: 3,000		 0.530
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: 16.16
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.38
Parity: -1.89
Time value: 0.44
Break-even: 94.40
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 7.32%
Delta: 0.33
Theta: -0.02
Omega: 5.32
Rho: 0.15
 

Quote data

Open: 0.420
High: 0.510
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.06%
1 Month
  -27.54%
3 Months
  -71.43%
YTD
  -59.68%
1 Year
  -50.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.410
1M High / 1M Low: 0.870 0.410
6M High / 6M Low: 1.750 0.410
High (YTD): 6/7/2024 1.750
Low (YTD): 9/6/2024 0.410
52W High: 6/7/2024 1.750
52W Low: 9/6/2024 0.410
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.718
Avg. volume 1M:   0.000
Avg. price 6M:   1.057
Avg. volume 6M:   24.409
Avg. price 1Y:   1.017
Avg. volume 1Y:   24.409
Volatility 1M:   170.54%
Volatility 6M:   165.11%
Volatility 1Y:   148.68%
Volatility 3Y:   -