DZ Bank Call 60 ELG 20.06.2025
/ DE000DJ45RQ5
DZ Bank Call 60 ELG 20.06.2025/ DE000DJ45RQ5 /
| 2024-06-04 8:28:41 AM |
Chg.+0.09 |
Bid10:54:44 AM |
Ask10:54:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
+2.83% |
3.31
Bid Size: 30,000 |
3.33
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
60.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ45RQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.39 |
| Parity: |
2.58 |
| Time value: |
0.77 |
| Break-even: |
93.50 |
| Moneyness: |
1.43 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
1.82% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
2.15 |
| Rho: |
0.40 |
Quote data
| Open: |
3.27 |
| High: |
3.27 |
| Low: |
3.27 |
| Previous Close: |
3.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.17% |
| 1 Month |
|
|
+34.02% |
| 3 Months |
|
|
+44.05% |
| YTD |
|
|
+32.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.18 |
2.96 |
| 1M High / 1M Low: |
3.21 |
2.42 |
| 6M High / 6M Low: |
3.21 |
1.46 |
| High (YTD): |
2024-05-27 |
3.21 |
| Low (YTD): |
2024-01-29 |
1.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.75% |
| Volatility 6M: |
|
120.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
