DZ Bank Call 60 ELG 19.12.2025
/ DE000DJ80NR9
DZ Bank Call 60 ELG 19.12.2025/ DE000DJ80NR9 /
| 2024-11-15 9:34:34 PM |
Chg.-0.110 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-6.47% |
1.590
Bid Size: 3,000 |
1.620
Ask Size: 3,000 |
ELMOS SEMICOND. INH ... |
60.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ80NR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.41 |
| Parity: |
0.77 |
| Time value: |
0.97 |
| Break-even: |
77.40 |
| Moneyness: |
1.13 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.75% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
2.77 |
| Rho: |
0.34 |
Quote data
| Open: |
1.690 |
| High: |
1.690 |
| Low: |
1.530 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.97% |
| 1 Month |
|
|
+1.27% |
| 3 Months |
|
|
-40.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.450 |
| 1M High / 1M Low: |
1.700 |
0.870 |
| 6M High / 6M Low: |
4.050 |
0.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.570 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
1.357 |
| Avg. volume 1M: |
|
104.348 |
| Avg. price 6M: |
|
2.446 |
| Avg. volume 6M: |
|
48.485 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.80% |
| Volatility 6M: |
|
132.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
