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DZ Bank Call 60 ELG 20.06.2025/  DE000DJ45RQ5  /

Frankfurt Zert./DZB
11/15/2024  9:34:44 PM Chg.-0.120 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
1.260EUR -8.70% 1.270
Bid Size: 3,000		 1.300
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 60.00 EUR 6/20/2025 Call
 

Master data

WKN: DJ45RQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 6/20/2025
Issue date: 8/28/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.77
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.77
Implied volatility: 0.47
Historic volatility: 0.41
Parity: 0.77
Time value: 0.65
Break-even: 74.20
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 2.16%
Delta: 0.71
Theta: -0.02
Omega: 3.40
Rho: 0.20
 

Quote data

Open: 1.370
High: 1.370
Low: 1.200
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.51%
1 Month  
+0.80%
3 Months
  -46.84%
YTD
  -49.80%
1 Year
  -51.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 1.130
1M High / 1M Low: 1.380 0.570
6M High / 6M Low: 3.680 0.570
High (YTD): 6/7/2024 3.680
Low (YTD): 10/30/2024 0.570
52W High: 6/7/2024 3.680
52W Low: 10/30/2024 0.570
Avg. price 1W:   1.248
Avg. volume 1W:   0.000
Avg. price 1M:   1.044
Avg. volume 1M:   0.000
Avg. price 6M:   2.109
Avg. volume 6M:   30.424
Avg. price 1Y:   2.175
Avg. volume 1Y:   19.594
Volatility 1M:   325.72%
Volatility 6M:   168.83%
Volatility 1Y:   143.35%
Volatility 3Y:   -