DZ Bank Call 60 ELG 20.06.2025
/ DE000DJ45RQ5
DZ Bank Call 60 ELG 20.06.2025/ DE000DJ45RQ5 /
20/06/2024 15:35:35 |
Chg.+0.040 |
Bid15:38:25 |
Ask15:38:25 |
Underlying |
Strike price |
Expiration date |
Option type |
2.970EUR |
+1.37% |
2.970 Bid Size: 30,000 |
2.990 Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
60.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
28/08/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.66 |
Intrinsic value: |
2.18 |
Implied volatility: |
0.57 |
Historic volatility: |
0.39 |
Parity: |
2.18 |
Time value: |
0.86 |
Break-even: |
90.40 |
Moneyness: |
1.36 |
Premium: |
0.11 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.06 |
Spread %: |
2.01% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
2.19 |
Rho: |
0.36 |
Quote data
Open: |
2.920 |
High: |
3.020 |
Low: |
2.920 |
Previous Close: |
2.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.00% |
1 Month |
|
|
+8.79% |
3 Months |
|
|
+47.03% |
YTD |
|
|
+18.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.080 |
2.760 |
1M High / 1M Low: |
3.680 |
2.640 |
6M High / 6M Low: |
3.680 |
1.470 |
High (YTD): |
07/06/2024 |
3.680 |
Low (YTD): |
06/02/2024 |
1.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.146 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.322 |
Avg. volume 6M: |
|
8 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.62% |
Volatility 6M: |
|
112.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |