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DZ Bank Call 90 ELG 20.06.2025/  DE000DJ33ZR2  /

EUWAX
06/08/2024  08:12:53 Chg.+0.050 Bid17:59:28 Ask17:59:28 Underlying Strike price Expiration date Option type
0.700EUR +7.69% 0.750
Bid Size: 10,500		 0.770
Ask Size: 10,500		 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: 10.41
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -1.82
Time value: 0.69
Break-even: 96.90
Moneyness: 0.80
Premium: 0.35
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 4.55%
Delta: 0.40
Theta: -0.02
Omega: 4.17
Rho: 0.19
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.73%
1 Month
  -37.50%
3 Months
  -33.33%
YTD
  -42.15%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.650
1M High / 1M Low: 1.570 0.650
6M High / 6M Low: 1.710 0.550
High (YTD): 06/06/2024 1.710
Low (YTD): 07/02/2024 0.550
52W High: 06/06/2024 1.710
52W Low: 07/02/2024 0.550
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   1.198
Avg. volume 1M:   0.000
Avg. price 6M:   1.078
Avg. volume 6M:   1.575
Avg. price 1Y:   1.052
Avg. volume 1Y:   .784
Volatility 1M:   205.93%
Volatility 6M:   164.85%
Volatility 1Y:   140.76%
Volatility 3Y:   -