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DZ Bank Call 140 ELG 20.12.2024/  DE000DJ03JZ2  /

EUWAX
2024-05-03  8:09:19 AM Chg.-0.020 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 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: 50.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.38
Parity: -6.50
Time value: 0.15
Break-even: 141.50
Moneyness: 0.54
Premium: 0.89
Premium p.a.: 1.74
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.11
Theta: -0.01
Omega: 5.73
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+333.33%
3 Months  
+188.89%
YTD
  -56.67%
1 Year
  -82.89%
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.160 0.001
6M High / 6M Low: 0.460 0.001
High (YTD): 2024-01-08 0.240
Low (YTD): 2024-04-23 0.001
52W High: 2023-06-29 0.990
52W Low: 2024-04-23 0.001
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.333
Avg. volume 1Y:   0.000
Volatility 1M:   42,068.41%
Volatility 6M:   16,592.78%
Volatility 1Y:   11,693.40%
Volatility 3Y:   -