DZ Bank Call 90 ELG 20.06.2025
/ DE000DJ33ZR2
DZ Bank Call 90 ELG 20.06.2025/ DE000DJ33ZR2 /
| 2024-06-04 9:34:59 PM |
Chg.+0.090 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
+6.04% |
1.580
Bid Size: 7,500 |
1.600
Ask Size: 7,500 |
ELMOS SEMICOND. INH ... |
90.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ33ZR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
-0.42 |
| Time value: |
1.52 |
| Break-even: |
105.20 |
| Moneyness: |
0.95 |
| Premium: |
0.23 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
2.01% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
3.29 |
| Rho: |
0.36 |
Quote data
| Open: |
1.480 |
| High: |
1.580 |
| Low: |
1.440 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.27% |
| 1 Month |
|
|
+49.06% |
| 3 Months |
|
|
+79.55% |
| YTD |
|
|
+27.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.320 |
| 1M High / 1M Low: |
1.490 |
1.090 |
| 6M High / 6M Low: |
1.490 |
0.550 |
| High (YTD): |
2024-06-03 |
1.490 |
| Low (YTD): |
2024-02-06 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.269 |
| Avg. volume 1M: |
|
147.619 |
| Avg. price 6M: |
|
0.983 |
| Avg. volume 6M: |
|
49.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.99% |
| Volatility 6M: |
|
151.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
