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DZ Bank Call 95 ELG 20.06.2025/  DE000DJ33ZS0  /

Frankfurt Zert./DZB
9/10/2024  9:34:50 PM Chg.-0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.390EUR -4.88% 0.390
Bid Size: 3,000		 0.420
Ask Size: 3,000		 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: 16.16
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.38
Parity: -2.39
Time value: 0.44
Break-even: 99.40
Moneyness: 0.75
Premium: 0.40
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 7.32%
Delta: 0.31
Theta: -0.02
Omega: 4.97
Rho: 0.14
 

Quote data

Open: 0.400
High: 0.410
Low: 0.350
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -31.58%
3 Months
  -71.32%
YTD
  -65.18%
1 Year
  -57.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.320
1M High / 1M Low: 0.710 0.320
6M High / 6M Low: 1.540 0.320
High (YTD): 6/7/2024 1.540
Low (YTD): 9/6/2024 0.320
52W High: 6/7/2024 1.540
52W Low: 9/6/2024 0.320
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.574
Avg. volume 1M:   0.000
Avg. price 6M:   0.910
Avg. volume 6M:   234.375
Avg. price 1Y:   0.895
Avg. volume 1Y:   120.588
Volatility 1M:   208.42%
Volatility 6M:   173.83%
Volatility 1Y:   154.13%
Volatility 3Y:   -