DZ Bank Call 40 ELG 21.06.2024
/ DE000DW3NT93
DZ Bank Call 40 ELG 21.06.2024/ DE000DW3NT93 /
| 2024-06-06 8:25:37 AM |
Chg.+0.22 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.11EUR |
+4.50% |
-
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: |
1.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.93 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
3.15 |
| Historic volatility: |
0.39 |
| Parity: |
4.92 |
| Time value: |
0.19 |
| Break-even: |
91.10 |
| Moneyness: |
2.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.22 |
| Omega: |
1.65 |
| Rho: |
0.01 |
Quote data
| Open: |
5.11 |
| High: |
5.11 |
| Low: |
5.11 |
| Previous Close: |
4.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.20% |
| 1 Month |
|
|
+41.55% |
| 3 Months |
|
|
+50.74% |
| YTD |
|
|
+43.54% |
| 1 Year |
|
|
+58.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.89 |
4.36 |
| 1M High / 1M Low: |
4.89 |
3.61 |
| 6M High / 6M Low: |
4.89 |
2.42 |
| High (YTD): |
2024-06-05 |
4.89 |
| Low (YTD): |
2024-01-29 |
2.42 |
| 52W High: |
2024-06-05 |
4.89 |
| 52W Low: |
2023-09-15 |
2.29 |
| Avg. price 1W: |
|
4.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
76.45% |
| Volatility 6M: |
|
93.68% |
| Volatility 1Y: |
|
88.95% |
| Volatility 3Y: |
|
- |
