DZ Bank Call 60 ELG 19.12.2025
/ DE000DJ80NR9
DZ Bank Call 60 ELG 19.12.2025/ DE000DJ80NR9 /
| 02/08/2024 08:02:48 |
Chg.-0.45 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
-15.57% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
60.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.38 |
| Parity: |
1.30 |
| Time value: |
1.26 |
| Break-even: |
85.60 |
| Moneyness: |
1.22 |
| Premium: |
0.17 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
2.40% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.16 |
| Rho: |
0.41 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.92% |
| 1 Month |
|
|
-13.48% |
| 3 Months |
|
|
-12.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.44 |
| 1M High / 1M Low: |
3.59 |
2.44 |
| 6M High / 6M Low: |
4.02 |
1.68 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
18.18 |
| Avg. price 6M: |
|
2.78 |
| Avg. volume 6M: |
|
3.20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.01% |
| Volatility 6M: |
|
109.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
