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DZ Bank Call 95 ELG 20.06.2025/  DE000DJ33ZS0  /

Frankfurt Zert./DZB
2024-07-09  4:35:13 PM Chg.-0.060 Bid2024-07-09 Ask2024-07-09 Underlying Strike price Expiration date Option type
1.050EUR -5.41% 1.050
Bid Size: 30,000		 1.060
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 95.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ33ZS
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.65
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -1.85
Time value: 1.15
Break-even: 106.50
Moneyness: 0.81
Premium: 0.39
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 2.68%
Delta: 0.48
Theta: -0.03
Omega: 3.17
Rho: 0.24
 

Quote data

Open: 1.110
High: 1.180
Low: 1.050
Previous Close: 1.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -31.82%
3 Months  
+7.14%
YTD
  -6.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.990
1M High / 1M Low: 1.360 0.940
6M High / 6M Low: 1.540 0.470
High (YTD): 2024-06-07 1.540
Low (YTD): 2024-02-06 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   1.050
Avg. volume 1W:   0.000
Avg. price 1M:   1.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.870
Avg. volume 6M:   242.126
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.51%
Volatility 6M:   161.60%
Volatility 1Y:   -
Volatility 3Y:   -