DZ Bank Call 60 ELG 20.06.2025
/ DE000DJ45RQ5
DZ Bank Call 60 ELG 20.06.2025/ DE000DJ45RQ5 /
2024-05-23 9:35:23 PM |
Chg.+0.190 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
3.130EUR |
+6.46% |
3.130 Bid Size: 7,500 |
3.180 Ask Size: 7,500 |
ELMOS SEMICOND. INH ... |
60.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ45RQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELMOS SEMICOND. INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-08-28 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.70 |
Intrinsic value: |
2.16 |
Implied volatility: |
0.54 |
Historic volatility: |
0.39 |
Parity: |
2.16 |
Time value: |
0.85 |
Break-even: |
90.10 |
Moneyness: |
1.36 |
Premium: |
0.10 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
2.03% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
2.21 |
Rho: |
0.39 |
Quote data
Open: |
3.060 |
High: |
3.190 |
Low: |
3.060 |
Previous Close: |
2.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.92% |
1 Month |
|
|
+71.04% |
3 Months |
|
|
+54.19% |
YTD |
|
|
+24.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.940 |
2.610 |
1M High / 1M Low: |
2.940 |
1.830 |
6M High / 6M Low: |
3.180 |
1.470 |
High (YTD): |
2024-05-22 |
2.940 |
Low (YTD): |
2024-02-06 |
1.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.718 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.593 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.246 |
Avg. volume 6M: |
|
8.065 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.26% |
Volatility 6M: |
|
113.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |