DZ Bank Call 60 ELG 20.06.2025
/ DE000DJ45RQ5
DZ Bank Call 60 ELG 20.06.2025/ DE000DJ45RQ5 /
| 11/15/2024 8:26:51 AM |
Chg.+0.27 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+24.55% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.41 |
| Parity: |
0.62 |
| Time value: |
0.68 |
| Break-even: |
73.00 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
0.19 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.25% |
| 1 Month |
|
|
+9.60% |
| 3 Months |
|
|
-40.43% |
| YTD |
|
|
-44.31% |
| 1 Year |
|
|
-49.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.05 |
| 1M High / 1M Low: |
1.37 |
0.57 |
| 6M High / 6M Low: |
3.66 |
0.57 |
| High (YTD): |
6/10/2024 |
3.66 |
| Low (YTD): |
10/31/2024 |
0.57 |
| 52W High: |
6/10/2024 |
3.66 |
| 52W Low: |
10/31/2024 |
0.57 |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.18 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
359.61% |
| Volatility 6M: |
|
177.49% |
| Volatility 1Y: |
|
151.38% |
| Volatility 3Y: |
|
- |
