DZ Bank Call 60 ELG 20.06.2025
/ DE000DJ45RQ5
DZ Bank Call 60 ELG 20.06.2025/ DE000DJ45RQ5 /
| 05/08/2024 08:15:04 |
Chg.-0.29 |
Bid14:39:05 |
Ask14:39:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-13.06% |
1.80
Bid Size: 30,000 |
1.81
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
60.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
28/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.38 |
| Parity: |
1.30 |
| Time value: |
0.91 |
| Break-even: |
82.10 |
| Moneyness: |
1.22 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
2.79% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.50 |
| Rho: |
0.29 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.22% |
| 1 Month |
|
|
-20.25% |
| 3 Months |
|
|
-20.90% |
| YTD |
|
|
-21.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
2.22 |
| 1M High / 1M Low: |
3.11 |
2.22 |
| 6M High / 6M Low: |
3.66 |
1.47 |
| High (YTD): |
10/06/2024 |
3.66 |
| Low (YTD): |
29/01/2024 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.41% |
| Volatility 6M: |
|
126.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
