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DZ Bank Call 65 ELG 20.06.2025/  DE000DJ45RR3  /

Frankfurt Zert./DZB
24/01/2025  16:12:25 Chg.0.000 Bid24/01/2025 Ask24/01/2025 Underlying Strike price Expiration date Option type
1.490EUR 0.00% 1.490
Bid Size: 30,000		 1.510
Ask Size: 30,000		 ELMOS SEMICOND. INH ... 65.00 - 20/06/2025 Call
 

Master data

WKN: DJ45RR
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 20/06/2025
Issue date: 28/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.74
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.08
Implied volatility: 0.52
Historic volatility: 0.43
Parity: 1.08
Time value: 0.52
Break-even: 81.00
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.06
Spread %: 3.90%
Delta: 0.75
Theta: -0.03
Omega: 3.54
Rho: 0.16
 

Quote data

Open: 1.510
High: 1.590
Low: 1.490
Previous Close: 1.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.29%
1 Month  
+47.52%
3 Months  
+93.51%
YTD  
+37.96%
1 Year
  -6.88%
3 Years     -
5 Years     -
1W High / 1W Low: 1.590 1.490
1M High / 1M Low: 1.800 0.980
6M High / 6M Low: 2.290 0.420
High (YTD): 06/01/2025 1.800
Low (YTD): 02/01/2025 0.980
52W High: 07/06/2024 3.300
52W Low: 30/10/2024 0.420
Avg. price 1W:   1.548
Avg. volume 1W:   0.000
Avg. price 1M:   1.465
Avg. volume 1M:   33.333
Avg. price 6M:   1.255
Avg. volume 6M:   5.512
Avg. price 1Y:   1.693
Avg. volume 1Y:   8.319
Volatility 1M:   272.35%
Volatility 6M:   236.60%
Volatility 1Y:   189.00%
Volatility 3Y:   -