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DZ Bank Call 140 ELG 20.12.2024/  DE000DJ03JZ2  /

Frankfurt Zert./DZB
2024-06-04  6:34:56 PM Chg.+0.010 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.090
Bid Size: 10,500		 0.110
Ask Size: 10,500		 ELMOS SEMICOND. INH ... 140.00 - 2024-12-20 Call
 

Master data

WKN: DJ03JZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 78.00
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.39
Parity: -5.42
Time value: 0.11
Break-even: 141.10
Moneyness: 0.61
Premium: 0.64
Premium p.a.: 1.49
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.10
Theta: -0.01
Omega: 7.52
Rho: 0.04
 

Quote data

Open: 0.080
High: 0.090
Low: 0.078
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -30.77%
3 Months     0.00%
YTD
  -70.97%
1 Year
  -88.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.058
1M High / 1M Low: 0.170 0.058
6M High / 6M Low: 0.360 0.001
High (YTD): 2024-01-02 0.240
Low (YTD): 2024-04-22 0.001
52W High: 2023-06-29 0.990
52W Low: 2024-04-22 0.001
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   3.922
Volatility 1M:   264.28%
Volatility 6M:   2,407.42%
Volatility 1Y:   1,718.70%
Volatility 3Y:   -