DZ Bank Call 65 ELG 20.06.2025
/ DE000DJ45RR3
DZ Bank Call 65 ELG 20.06.2025/ DE000DJ45RR3 /
| 25/06/2024 08:24:53 |
Chg.-0.28 |
Bid16:37:24 |
Ask16:37:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
-11.43% |
2.17
Bid Size: 30,000 |
2.18
Ask Size: 30,000 |
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: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
1.25 |
| Time value: |
0.90 |
| Break-even: |
86.50 |
| Moneyness: |
1.19 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.42% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
2.72 |
| Rho: |
0.36 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.51% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+27.65% |
| YTD |
|
|
-0.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.45 |
| 1M High / 1M Low: |
3.28 |
2.45 |
| 6M High / 6M Low: |
3.28 |
1.23 |
| High (YTD): |
10/06/2024 |
3.28 |
| Low (YTD): |
07/02/2024 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
10 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.55% |
| Volatility 6M: |
|
135.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
