DZ Bank Call 70 ELG 20.06.2025
/ DE000DJ4NNR7
DZ Bank Call 70 ELG 20.06.2025/ DE000DJ4NNR7 /
| 10/01/2025 08:34:07 |
Chg.+0.15 |
Bid09:08:54 |
Ask09:08:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+11.81% |
1.50
Bid Size: 30,000 |
1.51
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
70.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.43 |
| Parity: |
0.49 |
| Time value: |
0.83 |
| Break-even: |
83.20 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
2.33% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
3.73 |
| Rho: |
0.16 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.50% |
| 1 Month |
|
|
+84.42% |
| 3 Months |
|
|
+71.08% |
| YTD |
|
|
+57.78% |
| 1 Year |
|
|
+1.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
0.80 |
| 1M High / 1M Low: |
1.57 |
0.77 |
| 6M High / 6M Low: |
2.49 |
0.31 |
| High (YTD): |
07/01/2025 |
1.57 |
| Low (YTD): |
03/01/2025 |
0.80 |
| 52W High: |
10/06/2024 |
2.91 |
| 52W Low: |
01/11/2024 |
0.31 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.44 |
| Avg. volume 1Y: |
|
3.94 |
| Volatility 1M: |
|
308.57% |
| Volatility 6M: |
|
263.63% |
| Volatility 1Y: |
|
211.86% |
| Volatility 3Y: |
|
- |