DZ Bank Call 95 ELG 20.12.2024/  DE000DJ33ZM3  /

EUWAX
11/09/2024  08:16:09 Chg.-0.017 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.073EUR -18.89% -
Bid Size: -
-
Ask Size: -
ELMOS SEMICOND. INH ... 95.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 14/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 63.73
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.38
Parity: -2.49
Time value: 0.11
Break-even: 96.10
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 2.16
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.14
Theta: -0.02
Omega: 8.91
Rho: 0.02
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.89%
1 Month
  -59.44%
3 Months
  -90.52%
YTD
  -91.20%
1 Year
  -88.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.270 0.080
6M High / 6M Low: 0.910 0.080
High (YTD): 10/06/2024 0.910
Low (YTD): 06/09/2024 0.080
52W High: 29/11/2023 1.180
52W Low: 06/09/2024 0.080
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   0.559
Avg. volume 1Y:   4.688
Volatility 1M:   298.72%
Volatility 6M:   246.63%
Volatility 1Y:   207.35%
Volatility 3Y:   -