DZ Bank Call 120 ELG 20.12.2024/  DE000DJ0BD95  /

Frankfurt Zert./DZB
2024-05-29  12:35:23 PM Chg.+0.010 Bid2024-05-29 Ask2024-05-29 Underlying Strike price Expiration date Option type
0.200EUR +5.26% 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: 36.83
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -3.53
Time value: 0.23
Break-even: 122.30
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 0.92
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.18
Theta: -0.02
Omega: 6.78
Rho: 0.07
 

Quote data

Open: 0.190
High: 0.200
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -25.93%
3 Months
  -4.76%
YTD
  -58.33%
1 Year
  -74.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.300 0.180
6M High / 6M Low: 0.680 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:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.253
Avg. volume 6M:   0.000
Avg. price 1Y:   0.425
Avg. volume 1Y:   0.000
Volatility 1M:   200.79%
Volatility 6M:   276.56%
Volatility 1Y:   221.33%
Volatility 3Y:   -