DZ Bank Call 65 ELG 20.06.2025
/ DE000DJ45RR3
DZ Bank Call 65 ELG 20.06.2025/ DE000DJ45RR3 /
| 10/11/2024 8:26:16 AM |
Chg.+0.09 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+8.57% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
0.10 |
| Time value: |
1.04 |
| Break-even: |
76.40 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
2.70% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
3.56 |
| Rho: |
0.20 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.68% |
| 1 Month |
|
|
-19.15% |
| 3 Months |
|
|
-54.40% |
| YTD |
|
|
-47.95% |
| 1 Year |
|
|
-40.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.94 |
| 1M High / 1M Low: |
1.41 |
0.89 |
| 6M High / 6M Low: |
3.28 |
0.89 |
| High (YTD): |
6/10/2024 |
3.28 |
| Low (YTD): |
9/24/2024 |
0.89 |
| 52W High: |
6/10/2024 |
3.28 |
| 52W Low: |
9/24/2024 |
0.89 |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.99 |
| Avg. volume 1Y: |
|
4.88 |
| Volatility 1M: |
|
175.23% |
| Volatility 6M: |
|
136.90% |
| Volatility 1Y: |
|
128.03% |
| Volatility 3Y: |
|
- |
