DZ Bank Call 48 ELG 21.06.2024
/ DE000DW3NUC9
DZ Bank Call 48 ELG 21.06.2024/ DE000DW3NUC9 /
| 2024-05-10 8:26:14 AM |
Chg.+0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
+1.34% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.23 |
| Historic volatility: |
0.39 |
| Parity: |
2.80 |
| Time value: |
0.18 |
| Break-even: |
77.80 |
| Moneyness: |
1.58 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.09 |
| Spread %: |
3.11% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
2.32 |
| Rho: |
0.04 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
2.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.21% |
| 1 Month |
|
|
-4.11% |
| 3 Months |
|
|
+29.49% |
| YTD |
|
|
+7.83% |
| 1 Year |
|
|
+17.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
2.79 |
| 1M High / 1M Low: |
3.41 |
2.01 |
| 6M High / 6M Low: |
3.59 |
1.72 |
| High (YTD): |
2024-05-08 |
3.41 |
| Low (YTD): |
2024-01-29 |
1.72 |
| 52W High: |
2023-07-18 |
4.16 |
| 52W Low: |
2023-09-15 |
1.67 |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
160.83% |
| Volatility 6M: |
|
121.51% |
| Volatility 1Y: |
|
111.28% |
| Volatility 3Y: |
|
- |
