DZ Bank Call 60 ELG 19.12.2025
/ DE000DJ80NR9
DZ Bank Call 60 ELG 19.12.2025/ DE000DJ80NR9 /
| 2024-06-07 9:35:00 AM |
Chg.+0.110 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.910EUR |
+2.89% |
3.910
Bid Size: 30,000 |
3.930
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
60.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ80NR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.39 |
| Parity: |
2.92 |
| Time value: |
1.13 |
| Break-even: |
100.50 |
| Moneyness: |
1.49 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.50% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
1.85 |
| Rho: |
0.53 |
Quote data
| Open: |
3.790 |
| High: |
3.910 |
| Low: |
3.650 |
| Previous Close: |
3.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
+18.85% |
| 3 Months |
|
|
+57.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.980 |
3.570 |
| 1M High / 1M Low: |
3.980 |
2.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.758 |
| Avg. volume 1W: |
|
800 |
| Avg. price 1M: |
|
3.306 |
| Avg. volume 1M: |
|
347.826 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
