DZ Bank Call 140 ELG 20.12.2024
/ DE000DJ03JZ2
DZ Bank Call 140 ELG 20.12.2024/ DE000DJ03JZ2 /
2024-05-29 8:10:04 AM |
Chg.+0.006 |
Bid10:39:02 AM |
Ask10:39:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
+9.23% |
0.072 Bid Size: 30,000 |
0.082 Ask Size: 30,000 |
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: |
84.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.39 |
Parity: |
-5.53 |
Time value: |
0.10 |
Break-even: |
141.00 |
Moneyness: |
0.61 |
Premium: |
0.66 |
Premium p.a.: |
1.48 |
Spread abs.: |
0.03 |
Spread %: |
42.86% |
Delta: |
0.09 |
Theta: |
-0.01 |
Omega: |
7.62 |
Rho: |
0.04 |
Quote data
Open: |
0.071 |
High: |
0.071 |
Low: |
0.071 |
Previous Close: |
0.065 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-45.38% |
1 Month |
|
|
-52.67% |
3 Months |
|
|
-11.25% |
YTD |
|
|
-76.33% |
1 Year |
|
|
-90.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.065 |
1M High / 1M Low: |
0.170 |
0.065 |
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: |
|
0.111 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.133 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.292 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
247.73% |
Volatility 6M: |
|
16,594.15% |
Volatility 1Y: |
|
11,671.37% |
Volatility 3Y: |
|
- |