DZ Bank Call 60 ELG 19.12.2025
/ DE000DJ80NR9
DZ Bank Call 60 ELG 19.12.2025/ DE000DJ80NR9 /
| 26/09/2024 21:34:52 |
Chg.+0.250 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+15.34% |
1.890
Bid Size: 3,000 |
1.920
Ask Size: 3,000 |
ELMOS SEMICOND. INH ... |
60.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ80NR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
0.49 |
| Time value: |
1.17 |
| Break-even: |
76.60 |
| Moneyness: |
1.08 |
| Premium: |
0.18 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.84% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
2.69 |
| Rho: |
0.35 |
Quote data
| Open: |
1.720 |
| High: |
1.890 |
| Low: |
1.720 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
-27.41% |
| 3 Months |
|
|
-34.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.350 |
| 1M High / 1M Low: |
2.930 |
1.350 |
| 6M High / 6M Low: |
4.050 |
1.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.770 |
| Avg. volume 6M: |
|
248.062 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.46% |
| Volatility 6M: |
|
107.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
