DZ Bank Call 70 ELG 19.12.2025/  DE000DJ8EJJ2  /

EUWAX
2024-05-23  8:18:34 AM Chg.+0.24 Bid7:28:33 PM Ask7:28:33 PM Underlying Strike price Expiration date Option type
2.84EUR +9.23% 2.89
Bid Size: 10,500
2.94
Ask Size: 10,500
ELMOS SEMICOND. INH ... 70.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ8EJJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.95
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 1.16
Implied volatility: 0.52
Historic volatility: 0.39
Parity: 1.16
Time value: 1.61
Break-even: 97.70
Moneyness: 1.17
Premium: 0.20
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 1.09%
Delta: 0.74
Theta: -0.02
Omega: 2.19
Rho: 0.52
 

Quote data

Open: 2.84
High: 2.84
Low: 2.84
Previous Close: 2.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.06%
1 Month  
+98.60%
3 Months  
+60.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.60 2.42
1M High / 1M Low: 2.74 1.43
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.51
Avg. volume 1W:   0.00
Avg. price 1M:   2.37
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -