OverviewChartNewsTraderScreen

DZ Bank Call 100 ELG 20.06.2025/  DE000DJ39X87  /

Frankfurt Zert./DZB
2024-05-28  6:04:38 PM Chg.+0.050 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
1.060EUR +4.95% 1.060
Bid Size: 10,500		 1.080
Ask Size: 10,500		 ELMOS SEMICOND. INH ... 100.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ39X8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-20
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.03
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.39
Parity: -1.65
Time value: 1.04
Break-even: 110.40
Moneyness: 0.84
Premium: 0.32
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 2.97%
Delta: 0.46
Theta: -0.02
Omega: 3.73
Rho: 0.30
 

Quote data

Open: 1.010
High: 1.070
Low: 1.000
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.84%
1 Month  
+12.77%
3 Months  
+65.63%
YTD  
+3.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.870
1M High / 1M Low: 1.090 0.790
6M High / 6M Low: 1.360 0.410
High (YTD): 2024-05-24 1.090
Low (YTD): 2024-02-06 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.925
Avg. volume 1M:   0.000
Avg. price 6M:   0.771
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.59%
Volatility 6M:   168.66%
Volatility 1Y:   -
Volatility 3Y:   -