DZ Bank Call 60 ELG 20.06.2025
/ DE000DJ45RQ5
DZ Bank Call 60 ELG 20.06.2025/ DE000DJ45RQ5 /
| 2024-06-28 8:26:58 AM |
Chg.-0.16 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
-6.04% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
60.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-08-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
1.61 |
| Time value: |
1.06 |
| Break-even: |
86.70 |
| Moneyness: |
1.27 |
| Premium: |
0.14 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
2.30% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
2.21 |
| Rho: |
0.31 |
Quote data
| Open: |
2.49 |
| High: |
2.49 |
| Low: |
2.49 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.02% |
| 1 Month |
|
|
-20.70% |
| 3 Months |
|
|
+19.14% |
| YTD |
|
|
+1.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.47 |
| 1M High / 1M Low: |
3.66 |
2.47 |
| 6M High / 6M Low: |
3.66 |
1.46 |
| High (YTD): |
2024-06-10 |
3.66 |
| Low (YTD): |
2024-01-29 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.36% |
| Volatility 6M: |
|
124.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
