DZ Bank Call 70 ELG 20.06.2025
/ DE000DJ4NNR7
DZ Bank Call 70 ELG 20.06.2025/ DE000DJ4NNR7 /
| 2024-05-28 8:23:49 AM |
Chg.-0.13 |
Bid8:53:01 AM |
Ask8:53:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
-5.16% |
-
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: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
1.43 |
| Time value: |
1.16 |
| Break-even: |
95.90 |
| Moneyness: |
1.20 |
| Premium: |
0.14 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
2.37% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.46 |
| Rho: |
0.40 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.27% |
| 1 Month |
|
|
+18.32% |
| 3 Months |
|
|
+45.73% |
| YTD |
|
|
+23.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.11 |
| 1M High / 1M Low: |
2.52 |
1.85 |
| 6M High / 6M Low: |
2.61 |
1.02 |
| High (YTD): |
2024-05-27 |
2.52 |
| Low (YTD): |
2024-01-29 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
8.06 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.56% |
| Volatility 6M: |
|
142.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
