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DZ Bank Call 60 ELG 21.06.2024/  DE000DW3JEU3  /

Frankfurt Zert./DZB
2024-05-10  9:34:43 PM Chg.-0.120 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.700EUR -6.59% -
Bid Size: -		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 60.00 - 2024-06-21 Call
 

Master data

WKN: DW3JEU
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.60
Implied volatility: 0.75
Historic volatility: 0.39
Parity: 1.60
Time value: 0.18
Break-even: 77.80
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.09
Spread %: 5.33%
Delta: 0.86
Theta: -0.06
Omega: 3.67
Rho: 0.05
 

Quote data

Open: 1.820
High: 1.840
Low: 1.680
Previous Close: 1.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.59%
1 Month
  -15.84%
3 Months  
+39.34%
YTD
  -10.05%
1 Year
  -3.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.170 1.700
1M High / 1M Low: 2.170 0.910
6M High / 6M Low: 2.580 0.860
High (YTD): 2024-05-07 2.170
Low (YTD): 2024-02-06 0.860
52W High: 2023-07-18 3.200
52W Low: 2024-02-06 0.860
Avg. price 1W:   1.868
Avg. volume 1W:   0.000
Avg. price 1M:   1.608
Avg. volume 1M:   50
Avg. price 6M:   1.603
Avg. volume 6M:   16.129
Avg. price 1Y:   1.726
Avg. volume 1Y:   7.843
Volatility 1M:   247.18%
Volatility 6M:   171.50%
Volatility 1Y:   151.04%
Volatility 3Y:   -