DZ Bank Call 60 ELG 19.12.2025
/ DE000DJ80NR9
DZ Bank Call 60 ELG 19.12.2025/ DE000DJ80NR9 /
| 9/9/2024 9:34:49 PM |
Chg.+0.100 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+5.00% |
2.110
Bid Size: 3,000 |
2.140
Ask Size: 3,000 |
ELMOS SEMICOND. INH ... |
60.00 EUR |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
1.11 |
| Time value: |
0.91 |
| Break-even: |
80.20 |
| Moneyness: |
1.19 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.51% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.66 |
| Rho: |
0.43 |
Quote data
| Open: |
2.010 |
| High: |
2.110 |
| Low: |
1.970 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-12.86% |
| 3 Months |
|
|
-48.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.730 |
2.000 |
| 1M High / 1M Low: |
2.930 |
2.000 |
| 6M High / 6M Low: |
4.050 |
1.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.849 |
| Avg. volume 6M: |
|
251.969 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.35% |
| Volatility 6M: |
|
99.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
