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DZ Bank Call 70 ELG 20.06.2025/  DE000DJ4NNR7  /

EUWAX
2024-09-26  8:18:49 AM Chg.+0.140 Bid7:59:00 PM Ask7:59:00 PM Underlying Strike price Expiration date Option type
0.900EUR +18.42% 1.010
Bid Size: 7,500		 1.040
Ask Size: 7,500		 ELMOS SEMICOND. INH ... 70.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4NNR
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2025-06-20
Issue date: 2023-08-07
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.55
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -0.51
Time value: 0.86
Break-even: 78.60
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 3.61%
Delta: 0.52
Theta: -0.02
Omega: 3.96
Rho: 0.19
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.92%
1 Month
  -45.78%
3 Months
  -56.31%
YTD
  -53.37%
1 Year
  -34.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.680
1M High / 1M Low: 1.930 0.680
6M High / 6M Low: 2.910 0.680
High (YTD): 2024-06-10 2.910
Low (YTD): 2024-09-24 0.680
52W High: 2024-06-10 2.910
52W Low: 2024-09-24 0.680
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   1.217
Avg. volume 1M:   0.000
Avg. price 6M:   1.849
Avg. volume 6M:   3.876
Avg. price 1Y:   1.753
Avg. volume 1Y:   3.906
Volatility 1M:   169.66%
Volatility 6M:   140.56%
Volatility 1Y:   133.91%
Volatility 3Y:   -