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DZ Bank Call 60 ELG 21.06.2024/  DE000DW3JEU3  /

EUWAX
2024-05-23  8:10:41 AM Chg.+0.30 Bid8:45:10 PM Ask8:45:10 PM Underlying Strike price Expiration date Option type
2.36EUR +14.56% 2.47
Bid Size: 7,500		 2.55
Ask Size: 7,500		 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: 3.52
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 2.16
Implied volatility: 1.02
Historic volatility: 0.39
Parity: 2.16
Time value: 0.16
Break-even: 83.20
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.09
Spread %: 4.04%
Delta: 0.89
Theta: -0.08
Omega: 3.13
Rho: 0.04
 

Quote data

Open: 2.36
High: 2.36
Low: 2.36
Previous Close: 2.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.88%
1 Month  
+159.34%
3 Months  
+63.89%
YTD  
+24.87%
1 Year  
+23.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.06 1.77
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:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   1.60
Avg. volume 6M:   0.00
Avg. price 1Y:   1.73
Avg. volume 1Y:   0.00
Volatility 1M:   303.45%
Volatility 6M:   194.30%
Volatility 1Y:   163.61%
Volatility 3Y:   -