DZ Bank Call 90 ELG 20.06.2025
/ DE000DJ33ZR2
DZ Bank Call 90 ELG 20.06.2025/ DE000DJ33ZR2 /
06/08/2024 08:12:53 |
Chg.+0.050 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+7.69% |
- 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: |
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: |
0.000 |
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: |
|
- |