OverviewChartNewsTraderScreen

DZ Bank Call 65 ELG 20.06.2025/  DE000DJ45RR3  /

Frankfurt Zert./DZB
9/20/2024  9:34:39 PM Chg.-0.190 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
0.990EUR -16.10% 1.010
Bid Size: 3,000		 1.040
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 65.00 EUR 6/20/2025 Call
 

Master data

WKN: DJ45RR
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 6/20/2025
Issue date: 8/28/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.17
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.38
Parity: -0.08
Time value: 1.04
Break-even: 75.40
Moneyness: 0.99
Premium: 0.17
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 2.97%
Delta: 0.59
Theta: -0.02
Omega: 3.65
Rho: 0.21
 

Quote data

Open: 1.190
High: 1.210
Low: 0.960
Previous Close: 1.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.60%
1 Month
  -51.71%
3 Months
  -60.08%
YTD
  -55.61%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.970
1M High / 1M Low: 2.280 0.970
6M High / 6M Low: 3.300 0.970
High (YTD): 6/7/2024 3.300
Low (YTD): 9/16/2024 0.970
52W High: 6/7/2024 3.300
52W Low: 9/16/2024 0.970
Avg. price 1W:   1.030
Avg. volume 1W:   0.000
Avg. price 1M:   1.572
Avg. volume 1M:   0.000
Avg. price 6M:   2.145
Avg. volume 6M:   3.227
Avg. price 1Y:   2.017
Avg. volume 1Y:   5.541
Volatility 1M:   149.60%
Volatility 6M:   125.93%
Volatility 1Y:   119.04%
Volatility 3Y:   -