DZ Bank Call 95 ELG 20.12.2024/  DE000DJ33ZM3  /

Frankfurt Zert./DZB
2024-10-11  9:35:17 PM Chg.0.000 Bid8:10:11 AM Ask8:10:11 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,500
0.051
Ask Size: 10,500
ELMOS SEMICOND. INH ... 95.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ33ZM
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 108.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.38
Parity: -2.90
Time value: 0.06
Break-even: 95.61
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 6.10
Spread abs.: 0.06
Spread %: 6,000.00%
Delta: 0.09
Theta: -0.02
Omega: 9.71
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.017
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -96.00%
3 Months
  -99.87%
YTD
  -99.88%
1 Year
  -99.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.040 0.001
6M High / 6M Low: 0.930 0.001
High (YTD): 2024-06-07 0.930
Low (YTD): 2024-10-11 0.001
52W High: 2023-11-29 1.170
52W Low: 2024-10-11 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.385
Avg. volume 6M:   0.000
Avg. price 1Y:   0.504
Avg. volume 1Y:   0.000
Volatility 1M:   9,312.64%
Volatility 6M:   3,657.53%
Volatility 1Y:   2,586.36%
Volatility 3Y:   -