DZ Bank Call 70 ELG 19.12.2025
/ DE000DJ8EJJ2
DZ Bank Call 70 ELG 19.12.2025/ DE000DJ8EJJ2 /
| 8/5/2024 1:34:53 PM |
Chg.-0.260 |
Bid1:46:24 PM |
Ask1:46:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-13.40% |
1.650
Bid Size: 30,000 |
1.660
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
70.00 EUR |
12/19/2025 |
Call |
Master data
| WKN: |
DJ8EJJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
12/19/2025 |
| Issue date: |
1/12/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
0.30 |
| Time value: |
1.71 |
| Break-even: |
90.10 |
| Moneyness: |
1.04 |
| Premium: |
0.23 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.52% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
2.45 |
| Rho: |
0.40 |
Quote data
| Open: |
1.770 |
| High: |
1.830 |
| Low: |
1.680 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.75% |
| 1 Month |
|
|
-35.88% |
| 3 Months |
|
|
-26.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
1.940 |
| 1M High / 1M Low: |
3.010 |
1.940 |
| 6M High / 6M Low: |
3.410 |
1.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.258 |
| Avg. volume 6M: |
|
6.693 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.52% |
| Volatility 6M: |
|
120.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
