DZ Bank Call 65 ELG 21.06.2024
/ DE000DJ3MV06
DZ Bank Call 65 ELG 21.06.2024/ DE000DJ3MV06 /
| 2024-05-24 9:34:35 PM |
Chg.0.000 |
Bid9:58:04 PM |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.930EUR |
0.00% |
2.030
Bid Size: 3,000 |
-
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: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.39 |
| Parity: |
1.93 |
| Time value: |
0.09 |
| Break-even: |
85.20 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.49% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
3.83 |
| Rho: |
0.04 |
Quote data
| Open: |
1.950 |
| High: |
2.080 |
| Low: |
1.910 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.85% |
| 1 Month |
|
|
+34.97% |
| 3 Months |
|
|
+49.61% |
| YTD |
|
|
+24.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.340 |
| 1M High / 1M Low: |
1.930 |
1.110 |
| 6M High / 6M Low: |
2.190 |
0.590 |
| High (YTD): |
2024-05-24 |
1.930 |
| Low (YTD): |
2024-04-22 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.229 |
| Avg. volume 6M: |
|
31.048 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.55% |
| Volatility 6M: |
|
205.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
