DZ Bank Call 75 ELG 18.12.2026/  DE000DY2DDS2  /

EUWAX
1/24/2025  8:16:03 AM Chg.-0.03 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.39EUR -1.24% -
Bid Size: -
-
Ask Size: -
ELMOS SEMICOND. INH ... 75.00 - 12/18/2026 Call
 

Master data

WKN: DY2DDS
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 12/18/2026
Issue date: 1/16/2025
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 0.09
Implied volatility: 0.56
Historic volatility: 0.43
Parity: 0.09
Time value: 2.35
Break-even: 99.40
Moneyness: 1.01
Premium: 0.31
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 1.24%
Delta: 0.68
Theta: -0.02
Omega: 2.11
Rho: 0.52
 

Quote data

Open: 2.39
High: 2.39
Low: 2.39
Previous Close: 2.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.37%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.46 2.32
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.40
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -