DZ Bank Call 65 ELG 20.06.2025
/ DE000DJ45RR3
DZ Bank Call 65 ELG 20.06.2025/ DE000DJ45RR3 /
| 2024-05-27 8:27:19 AM |
Chg.+0.06 |
Bid12:30:11 PM |
Ask12:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.85EUR |
+2.15% |
2.79
Bid Size: 30,000 |
2.81
Ask Size: 30,000 |
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: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
1.93 |
| Time value: |
0.99 |
| Break-even: |
94.20 |
| Moneyness: |
1.30 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.10% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
2.29 |
| Rho: |
0.40 |
Quote data
| Open: |
2.85 |
| High: |
2.85 |
| Low: |
2.85 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.75% |
| 1 Month |
|
|
+24.45% |
| 3 Months |
|
|
+48.44% |
| YTD |
|
|
+30.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.30 |
| 1M High / 1M Low: |
2.79 |
2.12 |
| 6M High / 6M Low: |
2.89 |
1.23 |
| High (YTD): |
2024-05-24 |
2.79 |
| Low (YTD): |
2024-02-07 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
10.08 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.92% |
| Volatility 6M: |
|
134.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
