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DZ Bank Call 90 ELG 20.06.2025/  DE000DJ33ZR2  /

EUWAX
8/2/2024  8:14:14 AM Chg.-0.310 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.740EUR -29.52% -
Bid Size: -		 -
Ask Size: -		 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: 0.740
Low: 0.740
Previous Close: 1.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.25%
1 Month
  -35.09%
3 Months
  -30.19%
YTD
  -38.84%
1 Year
  -57.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.740
1M High / 1M Low: 1.570 0.740
6M High / 6M Low: 1.710 0.550
High (YTD): 6/6/2024 1.710
Low (YTD): 2/7/2024 0.550
52W High: 8/4/2023 1.750
52W Low: 2/7/2024 0.550
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   1.213
Avg. volume 1M:   0.000
Avg. price 6M:   1.078
Avg. volume 6M:   1.575
Avg. price 1Y:   1.059
Avg. volume 1Y:   .781
Volatility 1M:   198.08%
Volatility 6M:   164.06%
Volatility 1Y:   141.00%
Volatility 3Y:   -