DZ Bank Call 60 ELG 19.12.2025/  DE000DJ80NR9  /

EUWAX
2024-06-28  8:03:16 AM Chg.-0.17 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
2.85EUR -5.63% -
Bid Size: -
-
Ask Size: -
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: 2.50
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 1.61
Implied volatility: 0.62
Historic volatility: 0.37
Parity: 1.61
Time value: 1.43
Break-even: 90.40
Moneyness: 1.27
Premium: 0.19
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 2.01%
Delta: 0.78
Theta: -0.02
Omega: 1.95
Rho: 0.42
 

Quote data

Open: 2.85
High: 2.85
Low: 2.85
Previous Close: 3.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.11%
1 Month
  -19.49%
3 Months  
+20.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.08 2.78
1M High / 1M Low: 4.02 2.78
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.95
Avg. volume 1W:   0.00
Avg. price 1M:   3.41
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -