DZ Bank Call 95 ELG 20.12.2024
/ DE000DJ33ZM3
DZ Bank Call 95 ELG 20.12.2024/ DE000DJ33ZM3 /
| 2024-05-28 4:35:14 PM |
Chg.+0.050 |
Bid4:44:35 PM |
Ask4:44:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+7.94% |
0.690
Bid Size: 30,000 |
0.700
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
95.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.39 |
| Parity: |
-1.15 |
| Time value: |
0.66 |
| Break-even: |
101.60 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
4.76% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
5.32 |
| Rho: |
0.16 |
Quote data
| Open: |
0.630 |
| High: |
0.690 |
| Low: |
0.620 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.30% |
| 1 Month |
|
|
+11.48% |
| 3 Months |
|
|
+47.83% |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.530 |
| 1M High / 1M Low: |
0.730 |
0.490 |
| 6M High / 6M Low: |
1.170 |
0.280 |
| High (YTD): |
2024-05-24 |
0.730 |
| Low (YTD): |
2024-04-23 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.592 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.03% |
| Volatility 6M: |
|
191.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
