DZ Bank Call 60 ELG 21.06.2024
/ DE000DW3JEU3
DZ Bank Call 60 ELG 21.06.2024/ DE000DW3JEU3 /
| 2024-05-13 8:11:47 AM |
Chg.-0.07 |
Bid7:16:07 PM |
Ask7:16:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
-3.93% |
1.86
Bid Size: 10,500 |
1.93
Ask Size: 10,500 |
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: |
1.63 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.39 |
| Parity: |
1.60 |
| Time value: |
0.18 |
| Break-even: |
77.80 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.09 |
| Spread %: |
5.33% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
3.67 |
| Rho: |
0.05 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.92% |
| 1 Month |
|
|
-13.64% |
| 3 Months |
|
|
+41.32% |
| YTD |
|
|
-9.52% |
| 1 Year |
|
|
-11.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.57 |
| 1M High / 1M Low: |
2.18 |
0.91 |
| 6M High / 6M Low: |
2.59 |
0.86 |
| High (YTD): |
2024-05-08 |
2.18 |
| Low (YTD): |
2024-02-07 |
0.86 |
| 52W High: |
2023-07-18 |
3.21 |
| 52W Low: |
2024-02-07 |
0.86 |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
358.10% |
| Volatility 6M: |
|
194.22% |
| Volatility 1Y: |
|
163.88% |
| Volatility 3Y: |
|
- |
