DZ Bank Call 75 ELG 20.06.2025
/ DE000DJ33ZN1
DZ Bank Call 75 ELG 20.06.2025/ DE000DJ33ZN1 /
| 2024-05-29 8:17:51 AM |
Chg.+0.05 |
Bid10:04:08 AM |
Ask10:04:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+2.39% |
2.10
Bid Size: 30,000 |
2.11
Ask Size: 30,000 |
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: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
0.97 |
| Time value: |
1.25 |
| Break-even: |
97.20 |
| Moneyness: |
1.13 |
| Premium: |
0.15 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.37% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
2.74 |
| Rho: |
0.41 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.63% |
| 1 Month |
|
|
+14.44% |
| 3 Months |
|
|
+60.90% |
| YTD |
|
|
+25.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.90 |
| 1M High / 1M Low: |
2.23 |
1.60 |
| 6M High / 6M Low: |
2.35 |
0.87 |
| High (YTD): |
2024-05-27 |
2.23 |
| Low (YTD): |
2024-02-07 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
52.02 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.85% |
| Volatility 6M: |
|
147.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
