DZ Bank Call 75 ELG 20.06.2025
/ DE000DJ33ZN1
DZ Bank Call 75 ELG 20.06.2025/ DE000DJ33ZN1 /
| 2024-06-04 8:34:52 PM |
Chg.+0.110 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
+4.85% |
2.380
Bid Size: 7,500 |
2.410
Ask Size: 7,500 |
ELMOS SEMICOND. INH ... |
75.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ33ZN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
1.08 |
| Time value: |
1.21 |
| Break-even: |
97.90 |
| Moneyness: |
1.14 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.33% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
2.72 |
| Rho: |
0.41 |
Quote data
| Open: |
2.250 |
| High: |
2.380 |
| Low: |
2.200 |
| Previous Close: |
2.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+47.83% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+36.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
2.050 |
| 1M High / 1M Low: |
2.270 |
1.670 |
| 6M High / 6M Low: |
2.270 |
0.860 |
| High (YTD): |
2024-06-03 |
2.270 |
| Low (YTD): |
2024-02-06 |
0.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.941 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.485 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.85% |
| Volatility 6M: |
|
138.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
