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DZ Bank Call 60 ELG 20.06.2025/  DE000DJ45RQ5  /

Frankfurt Zert./DZB
2024-09-20  9:34:39 PM Chg.-0.220 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.260EUR -14.86% 1.290
Bid Size: 3,000		 1.320
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 60.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ45RQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-06-20
Issue date: 2023-08-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.86
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.42
Implied volatility: 0.48
Historic volatility: 0.38
Parity: 0.42
Time value: 0.90
Break-even: 73.20
Moneyness: 1.07
Premium: 0.14
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 2.33%
Delta: 0.67
Theta: -0.02
Omega: 3.24
Rho: 0.22
 

Quote data

Open: 1.490
High: 1.520
Low: 1.220
Previous Close: 1.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.97%
1 Month
  -47.72%
3 Months
  -55.00%
YTD
  -49.80%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 1.240
1M High / 1M Low: 2.670 1.240
6M High / 6M Low: 3.680 1.240
High (YTD): 2024-06-07 3.680
Low (YTD): 2024-09-16 1.240
52W High: 2024-06-07 3.680
52W Low: 2024-09-16 1.240
Avg. price 1W:   1.312
Avg. volume 1W:   0.000
Avg. price 1M:   1.900
Avg. volume 1M:   0.000
Avg. price 6M:   2.464
Avg. volume 6M:   31.375
Avg. price 1Y:   2.310
Avg. volume 1Y:   19.671
Volatility 1M:   132.57%
Volatility 6M:   115.36%
Volatility 1Y:   110.17%
Volatility 3Y:   -