DZ Bank Call 95 ELG 20.12.2024
/ DE000DJ33ZM3
DZ Bank Call 95 ELG 20.12.2024/ DE000DJ33ZM3 /
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: |
|
- |