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DZ Bank Call 40 ELG 21.06.2024/  DE000DW3NT93  /

Frankfurt Zert./DZB
2024-05-10  9:34:44 PM Chg.-0.120 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
3.720EUR -3.13% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 40.00 - 2024-06-21 Call
 

Master data

WKN: DW3NT9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.99
Leverage: Yes

Calculated values

Fair value: 3.62
Intrinsic value: 3.60
Implied volatility: 1.69
Historic volatility: 0.39
Parity: 3.60
Time value: 0.21
Break-even: 78.10
Moneyness: 1.90
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.09
Spread %: 2.42%
Delta: 0.92
Theta: -0.08
Omega: 1.84
Rho: 0.04
 

Quote data

Open: 3.850
High: 3.860
Low: 3.700
Previous Close: 3.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.05%
1 Month
  -8.15%
3 Months  
+26.10%
YTD  
+2.76%
1 Year  
+24.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.230 3.720
1M High / 1M Low: 4.230 2.820
6M High / 6M Low: 4.320 2.430
High (YTD): 2024-05-07 4.230
Low (YTD): 2024-02-06 2.430
52W High: 2023-07-18 4.860
52W Low: 2023-09-15 2.290
Avg. price 1W:   3.908
Avg. volume 1W:   0.000
Avg. price 1M:   3.618
Avg. volume 1M:   0.000
Avg. price 6M:   3.390
Avg. volume 6M:   0.000
Avg. price 1Y:   3.347
Avg. volume 1Y:   1.882
Volatility 1M:   112.71%
Volatility 6M:   88.92%
Volatility 1Y:   86.22%
Volatility 3Y:   -