DZ Bank Call 65 ELG 20.06.2025
/ DE000DJ45RR3
DZ Bank Call 65 ELG 20.06.2025/ DE000DJ45RR3 /
| 2024-05-23 9:04:45 PM |
Chg.+0.170 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
+6.51% |
2.780
Bid Size: 7,500 |
2.830
Ask Size: 7,500 |
ELMOS SEMICOND. INH ... |
65.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-08-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
1.66 |
| Time value: |
1.02 |
| Break-even: |
91.80 |
| Moneyness: |
1.26 |
| Premium: |
0.13 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
2.29% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.37 |
| Rho: |
0.39 |
Quote data
| Open: |
2.730 |
| High: |
2.840 |
| Low: |
2.720 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.87% |
| 1 Month |
|
|
+79.35% |
| 3 Months |
|
|
+58.86% |
| YTD |
|
|
+24.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
2.300 |
| 1M High / 1M Low: |
2.610 |
1.550 |
| 6M High / 6M Low: |
2.870 |
1.230 |
| High (YTD): |
2024-05-22 |
2.610 |
| Low (YTD): |
2024-02-06 |
1.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.284 |
| Avg. volume 1M: |
|
19.667 |
| Avg. price 6M: |
|
1.960 |
| Avg. volume 6M: |
|
11.395 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.37% |
| Volatility 6M: |
|
124.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
