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DZ Bank Call 95 ELG 20.06.2025/  DE000DJ33ZS0  /

Frankfurt Zert./DZB
8/5/2024  7:34:50 PM Chg.-0.060 Bid8/5/2024 Ask8/5/2024 Underlying Strike price Expiration date Option type
0.570EUR -9.52% 0.570
Bid Size: 10,500		 0.600
Ask Size: 10,500		 ELMOS SEMICOND. INH ... 95.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/14/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.74
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.38
Parity: -2.20
Time value: 0.68
Break-even: 101.80
Moneyness: 0.77
Premium: 0.39
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 4.62%
Delta: 0.38
Theta: -0.02
Omega: 4.08
Rho: 0.18
 

Quote data

Open: 0.550
High: 0.590
Low: 0.490
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.92%
1 Month
  -50.43%
3 Months
  -38.04%
YTD
  -49.11%
1 Year
  -64.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.630
1M High / 1M Low: 1.400 0.630
6M High / 6M Low: 1.540 0.470
High (YTD): 6/7/2024 1.540
Low (YTD): 2/6/2024 0.470
52W High: 6/7/2024 1.540
52W Low: 2/6/2024 0.470
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   1.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.936
Avg. volume 6M:   242.126
Avg. price 1Y:   0.932
Avg. volume 1Y:   121.063
Volatility 1M:   209.62%
Volatility 6M:   168.80%
Volatility 1Y:   145.75%
Volatility 3Y:   -