DZ Bank Call 75 ELG 20.12.2024
/ DE000DJ3MV48
DZ Bank Call 75 ELG 20.12.2024/ DE000DJ3MV48 /
| 2024-05-27 8:15:04 AM |
Chg.+0.06 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+3.53% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
75.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ3MV4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
0.93 |
| Time value: |
0.87 |
| Break-even: |
93.00 |
| Moneyness: |
1.12 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
1.69% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
3.33 |
| Rho: |
0.24 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.33% |
| 1 Month |
|
|
+26.62% |
| 3 Months |
|
|
+54.39% |
| YTD |
|
|
+22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.33 |
| 1M High / 1M Low: |
1.76 |
1.14 |
| 6M High / 6M Low: |
2.04 |
0.61 |
| High (YTD): |
2024-05-27 |
1.76 |
| Low (YTD): |
2024-02-07 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
100 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
46.77 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.40% |
| Volatility 6M: |
|
193.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
