DZ Bank Call 60 ELG 20.06.2025
/ DE000DJ45RQ5
DZ Bank Call 60 ELG 20.06.2025/ DE000DJ45RQ5 /
| 1/23/2025 8:30:48 AM |
Chg.0.00 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
60.00 - |
6/20/2025 |
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 - |
| Maturity: |
6/20/2025 |
| Issue date: |
8/28/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.43 |
| Parity: |
1.63 |
| Time value: |
0.40 |
| Break-even: |
80.30 |
| Moneyness: |
1.27 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
3.05% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
3.05 |
| Rho: |
0.17 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.09% |
| 1 Month |
|
|
+30.87% |
| 3 Months |
|
|
+74.11% |
| YTD |
|
|
+33.56% |
| 1 Year |
|
|
+8.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.86 |
| 1M High / 1M Low: |
2.28 |
1.33 |
| 6M High / 6M Low: |
2.92 |
0.57 |
| High (YTD): |
1/7/2025 |
2.28 |
| Low (YTD): |
1/3/2025 |
1.33 |
| 52W High: |
6/10/2024 |
3.66 |
| 52W Low: |
10/31/2024 |
0.57 |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.00 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
230.47% |
| Volatility 6M: |
|
209.34% |
| Volatility 1Y: |
|
171.80% |
| Volatility 3Y: |
|
- |