DZ Bank Call 95 ELG 20.06.2025
/ DE000DJ33ZS0
DZ Bank Call 95 ELG 20.06.2025/ DE000DJ33ZS0 /
| 2024-06-11 3:05:00 PM |
Chg.0.000 |
Bid2024-06-11 |
Ask2024-06-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
0.00% |
1.360
Bid Size: 30,000 |
1.370
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
95.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ33ZS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
-0.74 |
| Time value: |
1.41 |
| Break-even: |
109.10 |
| Moneyness: |
0.92 |
| Premium: |
0.25 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
2.17% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
3.43 |
| Rho: |
0.35 |
Quote data
| Open: |
1.360 |
| High: |
1.410 |
| Low: |
1.360 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
+83.78% |
| YTD |
|
|
+21.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.360 |
| 1M High / 1M Low: |
1.540 |
1.000 |
| 6M High / 6M Low: |
1.540 |
0.470 |
| High (YTD): |
2024-06-07 |
1.540 |
| Low (YTD): |
2024-02-06 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.195 |
| Avg. volume 1M: |
|
238.095 |
| Avg. price 6M: |
|
0.870 |
| Avg. volume 6M: |
|
246 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.10% |
| Volatility 6M: |
|
157.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
