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DZ Bank Call 40 ELG 21.06.2024/  DE000DW3NT93  /

Frankfurt Zert./DZB
2024-06-07  10:04:56 AM Chg.+0.130 Bid2024-06-07 Ask- Underlying Strike price Expiration date Option type
5.030EUR +2.65% 5.030
Bid Size: 30,000		 -
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: 1.78
Leverage: Yes

Calculated values

Fair value: 4.74
Intrinsic value: 4.73
Implied volatility: 3.11
Historic volatility: 0.39
Parity: 4.73
Time value: 0.17
Break-even: 89.00
Moneyness: 2.18
Premium: 0.02
Premium p.a.: 0.65
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.22
Omega: 1.68
Rho: 0.01
 

Quote data

Open: 4.890
High: 5.030
Low: 4.890
Previous Close: 4.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.11%
1 Month  
+18.91%
3 Months  
+43.30%
YTD  
+38.95%
1 Year  
+51.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.110 4.610
1M High / 1M Low: 5.110 3.720
6M High / 6M Low: 5.110 2.430
High (YTD): 2024-06-05 5.110
Low (YTD): 2024-02-06 2.430
52W High: 2024-06-05 5.110
52W Low: 2023-09-15 2.290
Avg. price 1W:   4.848
Avg. volume 1W:   0.000
Avg. price 1M:   4.273
Avg. volume 1M:   0.000
Avg. price 6M:   3.467
Avg. volume 6M:   0.000
Avg. price 1Y:   3.435
Avg. volume 1Y:   1.875
Volatility 1M:   64.08%
Volatility 6M:   86.92%
Volatility 1Y:   86.36%
Volatility 3Y:   -