OverviewChartNewsTraderScreen

DZ Bank Call 65 ELG 20.06.2025/  DE000DJ45RR3  /

EUWAX
27/09/2024  08:21:34 Chg.+0.13 Bid08:36:30 Ask08:36:30 Underlying Strike price Expiration date Option type
1.26EUR +11.50% 1.27
Bid Size: 10,500		 1.29
Ask Size: 10,500		 ELMOS SEMICOND. INH ... 65.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 28/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.01
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.38
Parity: -0.01
Time value: 1.08
Break-even: 75.80
Moneyness: 1.00
Premium: 0.17
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 2.86%
Delta: 0.60
Theta: -0.02
Omega: 3.61
Rho: 0.21
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.13%
1 Month
  -35.05%
3 Months
  -46.15%
YTD
  -42.47%
1 Year
  -21.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.21 0.89
1M High / 1M Low: 2.29 0.89
6M High / 6M Low: 3.28 0.89
High (YTD): 10/06/2024 3.28
Low (YTD): 24/09/2024 0.89
52W High: 10/06/2024 3.28
52W Low: 24/09/2024 0.89
Avg. price 1W:   1.03
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   2.13
Avg. volume 6M:   0.00
Avg. price 1Y:   2.01
Avg. volume 1Y:   4.88
Volatility 1M:   167.81%
Volatility 6M:   134.32%
Volatility 1Y:   126.11%
Volatility 3Y:   -