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DZ Bank Call 48 ELG 21.06.2024/  DE000DW3NUC9  /

Frankfurt Zert./DZB
2024-05-23  9:34:41 PM Chg.+0.240 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
3.670EUR +7.00% 3.700
Bid Size: 3,000		 3.790
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 48.00 - 2024-06-21 Call
 

Master data

WKN: DW3NUC
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.32
Leverage: Yes

Calculated values

Fair value: 3.37
Intrinsic value: 3.36
Implied volatility: 1.55
Historic volatility: 0.39
Parity: 3.36
Time value: 0.16
Break-even: 83.20
Moneyness: 1.70
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.09
Spread %: 2.62%
Delta: 0.92
Theta: -0.09
Omega: 2.14
Rho: 0.03
 

Quote data

Open: 3.560
High: 3.730
Low: 3.560
Previous Close: 3.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.74%
1 Month  
+63.84%
3 Months  
+52.92%
YTD  
+27.87%
1 Year  
+37.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.430 2.990
1M High / 1M Low: 3.430 2.240
6M High / 6M Low: 3.570 1.720
High (YTD): 2024-05-22 3.430
Low (YTD): 2024-02-06 1.720
52W High: 2023-07-18 4.150
52W Low: 2023-09-15 1.670
Avg. price 1W:   3.148
Avg. volume 1W:   0.000
Avg. price 1M:   3.006
Avg. volume 1M:   20
Avg. price 6M:   2.627
Avg. volume 6M:   3.387
Avg. price 1Y:   2.660
Avg. volume 1Y:   1.641
Volatility 1M:   118.79%
Volatility 6M:   113.03%
Volatility 1Y:   107.53%
Volatility 3Y:   -