DZ Bank Call 60 ELG 20.06.2025
/ DE000DJ45RQ5
DZ Bank Call 60 ELG 20.06.2025/ DE000DJ45RQ5 /
9/27/2024 8:34:38 AM |
Chg.0.000 |
Bid8:36:31 AM |
Ask8:36:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.550EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
ELMOS SEMICOND. INH ... |
60.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
8/28/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.48 |
Historic volatility: |
0.38 |
Parity: |
0.49 |
Time value: |
0.86 |
Break-even: |
73.50 |
Moneyness: |
1.08 |
Premium: |
0.13 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
2.27% |
Delta: |
0.68 |
Theta: |
-0.02 |
Omega: |
3.25 |
Rho: |
0.22 |
Quote data
Open: |
1.550 |
High: |
1.550 |
Low: |
1.550 |
Previous Close: |
1.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.02% |
1 Month |
|
|
-32.90% |
3 Months |
|
|
-37.50% |
YTD |
|
|
-38.25% |
1 Year |
|
|
-17.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.550 |
1.060 |
1M High / 1M Low: |
2.670 |
1.060 |
6M High / 6M Low: |
3.680 |
1.060 |
High (YTD): |
6/7/2024 |
3.680 |
Low (YTD): |
9/23/2024 |
1.060 |
52W High: |
6/7/2024 |
3.680 |
52W Low: |
9/23/2024 |
1.060 |
Avg. price 1W: |
|
1.286 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.437 |
Avg. volume 6M: |
|
31.132 |
Avg. price 1Y: |
|
2.300 |
Avg. volume 1Y: |
|
19.594 |
Volatility 1M: |
|
168.87% |
Volatility 6M: |
|
121.83% |
Volatility 1Y: |
|
113.13% |
Volatility 3Y: |
|
- |