DZ Bank Call 65 ELG 21.06.2024/  DE000DJ3MV06  /

Frankfurt Zert./DZB
2024-05-10  9:34:40 PM Chg.-0.110 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.210EUR -8.33% -
Bid Size: -
-
Ask Size: -
ELMOS SEMICOND. INH ... 65.00 - 2024-06-21 Call
 

Master data

WKN: DJ3MV0
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2023-06-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.98
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.10
Implied volatility: 0.56
Historic volatility: 0.39
Parity: 1.10
Time value: 0.17
Break-even: 77.70
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 4.96%
Delta: 0.83
Theta: -0.05
Omega: 4.96
Rho: 0.06
 

Quote data

Open: 1.330
High: 1.330
Low: 1.190
Previous Close: 1.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.14%
1 Month
  -23.42%
3 Months  
+32.97%
YTD
  -21.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 1.210
1M High / 1M Low: 1.670 0.590
6M High / 6M Low: 2.190 0.590
High (YTD): 2024-05-07 1.670
Low (YTD): 2024-04-22 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   1.384
Avg. volume 1W:   0.000
Avg. price 1M:   1.182
Avg. volume 1M:   0.000
Avg. price 6M:   1.250
Avg. volume 6M:   31.048
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   304.98%
Volatility 6M:   202.57%
Volatility 1Y:   -
Volatility 3Y:   -