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DZ Bank Call 120 ELG 20.12.2024/  DE000DJ0BD95  /

EUWAX
2024-05-27  12:30:11 PM Chg.-0.050 Bid2:32:21 PM Ask2:32:21 PM Underlying Strike price Expiration date Option type
0.200EUR -20.00% 0.200
Bid Size: 30,000		 0.210
Ask Size: 30,000		 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: 28.10
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -3.57
Time value: 0.30
Break-even: 123.00
Moneyness: 0.70
Premium: 0.46
Premium p.a.: 0.95
Spread abs.: 0.03
Spread %: 11.11%
Delta: 0.21
Theta: -0.02
Omega: 5.99
Rho: 0.08
 

Quote data

Open: 0.260
High: 0.260
Low: 0.200
Previous Close: 0.250
Turnover: 900
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -25.93%
3 Months
  -9.09%
YTD
  -57.45%
1 Year
  -75.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.300 0.210
6M High / 6M Low: 0.690 0.090
High (YTD): 2024-01-02 0.390
Low (YTD): 2024-04-23 0.090
52W High: 2023-06-29 1.090
52W Low: 2024-04-23 0.090
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   282.258
Avg. price 1Y:   0.430
Avg. volume 1Y:   137.795
Volatility 1M:   195.02%
Volatility 6M:   268.16%
Volatility 1Y:   214.66%
Volatility 3Y:   -