DZ Bank Call 70 ELG 20.06.2025
/ DE000DJ4NNR7
DZ Bank Call 70 ELG 20.06.2025/ DE000DJ4NNR7 /
| 2024-06-07 9:34:58 PM |
Chg.+0.220 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
+8.12% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
70.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4NNR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
1.73 |
| Time value: |
1.03 |
| Break-even: |
97.60 |
| Moneyness: |
1.25 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.22% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.46 |
| Rho: |
0.42 |
Quote data
| Open: |
2.700 |
| High: |
2.940 |
| Low: |
2.560 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.67% |
| 1 Month |
|
|
+26.84% |
| 3 Months |
|
|
+72.35% |
| YTD |
|
|
+48.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.490 |
| 1M High / 1M Low: |
2.880 |
1.930 |
| 6M High / 6M Low: |
2.880 |
1.020 |
| High (YTD): |
2024-06-05 |
2.880 |
| Low (YTD): |
2024-02-06 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.727 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.04% |
| Volatility 6M: |
|
132.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
