DZ Bank Call 60 ELG 19.12.2025/  DE000DJ80NR9  /

EUWAX
26/09/2024  08:02:35 Chg.+0.24 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
1.72EUR +16.22% -
Bid Size: -
-
Ask Size: -
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: 1.72
High: 1.72
Low: 1.72
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.50%
1 Month
  -34.85%
3 Months
  -43.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.79 1.34
1M High / 1M Low: 2.91 1.34
6M High / 6M Low: 4.02 1.34
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   2.77
Avg. volume 6M:   3.15
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.33%
Volatility 6M:   109.20%
Volatility 1Y:   -
Volatility 3Y:   -