DZ Bank Call 80 ELG 19.12.2025/  DE000DJ8EJK0  /

Frankfurt Zert./DZB
2024-05-31  9:35:01 PM Chg.+0.130 Bid9:58:09 PM Ask9:58:09 PM Underlying Strike price Expiration date Option type
2.460EUR +5.58% -
Bid Size: -
-
Ask Size: -
ELMOS SEMICOND. INH ... 80.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ8EJK
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 0.48
Implied volatility: 0.51
Historic volatility: 0.39
Parity: 0.48
Time value: 2.01
Break-even: 104.90
Moneyness: 1.06
Premium: 0.24
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 1.22%
Delta: 0.69
Theta: -0.02
Omega: 2.36
Rho: 0.52
 

Quote data

Open: 2.330
High: 2.460
Low: 2.270
Previous Close: 2.330
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+4.24%
1 Month  
+32.97%
3 Months  
+67.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.460 2.320
1M High / 1M Low: 2.460 1.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.384
Avg. volume 1W:   0.000
Avg. price 1M:   2.147
Avg. volume 1M:   23.810
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -