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DZ Bank Call 65 ELG 20.06.2025/  DE000DJ45RR3  /

Frankfurt Zert./DZB
9/9/2024  10:05:28 AM Chg.+0.020 Bid10:13:33 AM Ask10:13:33 AM Underlying Strike price Expiration date Option type
1.410EUR +1.44% 1.400
Bid Size: 30,000		 1.410
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 65.00 EUR 6/20/2025 Call
 

Master data

WKN: DJ45RR
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 6/20/2025
Issue date: 8/28/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.04
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.61
Implied volatility: 0.41
Historic volatility: 0.38
Parity: 0.61
Time value: 0.80
Break-even: 79.10
Moneyness: 1.09
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 2.17%
Delta: 0.69
Theta: -0.02
Omega: 3.49
Rho: 0.27
 

Quote data

Open: 1.410
High: 1.410
Low: 1.380
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.54%
1 Month
  -19.43%
3 Months
  -57.27%
YTD
  -36.77%
1 Year
  -25.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.390
1M High / 1M Low: 2.280 1.390
6M High / 6M Low: 3.300 1.370
High (YTD): 6/7/2024 3.300
Low (YTD): 2/6/2024 1.230
52W High: 6/7/2024 3.300
52W Low: 2/6/2024 1.230
Avg. price 1W:   1.674
Avg. volume 1W:   0.000
Avg. price 1M:   1.921
Avg. volume 1M:   0.000
Avg. price 6M:   2.204
Avg. volume 6M:   3.252
Avg. price 1Y:   2.032
Avg. volume 1Y:   5.563
Volatility 1M:   120.36%
Volatility 6M:   120.50%
Volatility 1Y:   117.84%
Volatility 3Y:   -