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DZ Bank Call 120 ELG 20.12.2024/  DE000DJ0BD95  /

Frankfurt Zert./DZB
2024-06-04  9:34:49 PM Chg.+0.030 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.230EUR +15.00% 0.230
Bid Size: 3,000		 0.260
Ask Size: 3,000		 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: 37.30
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -3.42
Time value: 0.23
Break-even: 122.30
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.92
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.19
Theta: -0.02
Omega: 6.93
Rho: 0.07
 

Quote data

Open: 0.200
High: 0.240
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month  
+4.55%
3 Months  
+15.00%
YTD
  -52.08%
1 Year
  -72.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
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:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.414
Avg. volume 1Y:   0.000
Volatility 1M:   195.87%
Volatility 6M:   275.39%
Volatility 1Y:   222.18%
Volatility 3Y:   -