DZ Bank Call 70 ELG 19.12.2025
/ DE000DJ8EJJ2
DZ Bank Call 70 ELG 19.12.2025/ DE000DJ8EJJ2 /
| 2024-06-06 8:22:30 AM |
Chg.+0.17 |
Bid6:11:31 PM |
Ask6:11:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
+5.35% |
3.18
Bid Size: 10,500 |
3.23
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: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.39 |
| Parity: |
1.92 |
| Time value: |
1.50 |
| Break-even: |
104.20 |
| Moneyness: |
1.27 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
1.79% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.04 |
| Rho: |
0.55 |
Quote data
| Open: |
3.35 |
| High: |
3.35 |
| Low: |
3.35 |
| Previous Close: |
3.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.38% |
| 1 Month |
|
|
+46.93% |
| 3 Months |
|
|
+81.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.18 |
2.76 |
| 1M High / 1M Low: |
3.18 |
2.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
