DZ Bank Call 70 ELG 21.06.2024
/ DE000DW4NF15
DZ Bank Call 70 ELG 21.06.2024/ DE000DW4NF15 /
| 2024-05-24 8:03:37 AM |
Chg.+0.11 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+8.15% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
70.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW4NF1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.39 |
| Parity: |
1.43 |
| Time value: |
0.11 |
| Break-even: |
85.40 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
0.88 |
| Theta: |
-0.06 |
| Omega: |
4.83 |
| Rho: |
0.04 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.77% |
| 1 Month |
|
|
+53.68% |
| 3 Months |
|
|
+89.61% |
| YTD |
|
|
+15.87% |
| 1 Year |
|
|
+9.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
0.95 |
| 1M High / 1M Low: |
1.46 |
0.77 |
| 6M High / 6M Low: |
1.88 |
0.35 |
| High (YTD): |
2024-05-24 |
1.46 |
| Low (YTD): |
2024-04-23 |
0.35 |
| 52W High: |
2023-07-18 |
2.51 |
| 52W Low: |
2024-04-23 |
0.35 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
54.89 |
| Avg. price 1Y: |
|
1.13 |
| Avg. volume 1Y: |
|
32.09 |
| Volatility 1M: |
|
256.43% |
| Volatility 6M: |
|
276.56% |
| Volatility 1Y: |
|
221.09% |
| Volatility 3Y: |
|
- |
