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DZ Bank Call 48 ELG 21.06.2024/  DE000DW3NUC9  /

Frankfurt Zert./DZB
2024-05-13  9:04:30 PM Chg.+0.140 Bid2024-05-13 Ask2024-05-13 Underlying Strike price Expiration date Option type
3.040EUR +4.83% 3.040
Bid Size: 7,500		 3.120
Ask Size: 7,500		 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: 2.55
Leverage: Yes

Calculated values

Fair value: 2.82
Intrinsic value: 2.80
Implied volatility: 1.26
Historic volatility: 0.39
Parity: 2.80
Time value: 0.18
Break-even: 77.80
Moneyness: 1.58
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.09
Spread %: 3.11%
Delta: 0.91
Theta: -0.07
Omega: 2.32
Rho: 0.04
 

Quote data

Open: 2.800
High: 3.060
Low: 2.800
Previous Close: 2.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.62%
1 Month
  -5.59%
3 Months  
+55.90%
YTD  
+5.92%
1 Year  
+25.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.400 2.900
1M High / 1M Low: 3.400 2.000
6M High / 6M Low: 3.570 1.720
High (YTD): 2024-05-07 3.400
Low (YTD): 2024-02-06 1.720
52W High: 2023-07-18 4.150
52W Low: 2023-09-15 1.670
Avg. price 1W:   3.082
Avg. volume 1W:   0.000
Avg. price 1M:   2.774
Avg. volume 1M:   0.000
Avg. price 6M:   2.622
Avg. volume 6M:   0.000
Avg. price 1Y:   2.645
Avg. volume 1Y:   0.000
Volatility 1M:   138.70%
Volatility 6M:   112.48%
Volatility 1Y:   107.44%
Volatility 3Y:   -