DZ Bank Call 80 ELG 19.12.2025/  DE000DJ8EJK0  /

Frankfurt Zert./DZB
2024-09-20  9:34:43 PM Chg.-0.080 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.790EUR -9.20% 0.810
Bid Size: 3,000
0.840
Ask Size: 3,000
ELMOS SEMICOND. INH ... 80.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ8EJK
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.64
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.38
Parity: -1.58
Time value: 0.84
Break-even: 88.40
Moneyness: 0.80
Premium: 0.38
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 3.70%
Delta: 0.46
Theta: -0.02
Omega: 3.48
Rho: 0.26
 

Quote data

Open: 0.880
High: 0.880
Low: 0.770
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.95%
1 Month
  -51.23%
3 Months
  -62.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.760
1M High / 1M Low: 1.710 0.760
6M High / 6M Low: 2.860 0.760
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   1.195
Avg. volume 1M:   0.000
Avg. price 6M:   1.804
Avg. volume 6M:   7.813
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.51%
Volatility 6M:   130.70%
Volatility 1Y:   -
Volatility 3Y:   -