DZ Bank Call 70 ELG 19.12.2025/  DE000DJ8EJJ2  /

EUWAX
2024-05-27  8:21:24 AM Chg.+0.06 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
2.94EUR +2.08% -
Bid Size: -
-
Ask Size: -
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: 2.80
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 1.43
Implied volatility: 0.53
Historic volatility: 0.39
Parity: 1.43
Time value: 1.58
Break-even: 100.10
Moneyness: 1.20
Premium: 0.19
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 2.03%
Delta: 0.76
Theta: -0.02
Omega: 2.12
Rho: 0.53
 

Quote data

Open: 2.94
High: 2.94
Low: 2.94
Previous Close: 2.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.21%
1 Month  
+20.49%
3 Months  
+54.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.88 2.53
1M High / 1M Low: 2.88 2.28
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.68
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -