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DZ Bank Call 120 ELG 20.12.2024/  DE000DJ0BD95  /

Frankfurt Zert./DZB
2024-06-07  8:04:58 PM Chg.+0.040 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.270EUR +17.39% 0.270
Bid Size: 7,500		 0.300
Ask Size: 7,500		 ELMOS SEMICOND. INH ... 120.00 - 2024-12-20 Call
 

Master data

WKN: DJ0BD9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.58
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -3.27
Time value: 0.26
Break-even: 122.60
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 0.88
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.20
Theta: -0.02
Omega: 6.77
Rho: 0.08
 

Quote data

Open: 0.230
High: 0.290
Low: 0.230
Previous Close: 0.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.11%
1 Month
  -10.00%
3 Months  
+28.57%
YTD
  -43.75%
1 Year
  -67.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.300 0.170
6M High / 6M Low: 0.590 0.090
High (YTD): 2024-01-02 0.380
Low (YTD): 2024-04-23 0.090
52W High: 2023-06-29 1.080
52W Low: 2024-04-23 0.090
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   0.409
Avg. volume 1Y:   0.000
Volatility 1M:   197.03%
Volatility 6M:   277.76%
Volatility 1Y:   223.32%
Volatility 3Y:   -