DZ Bank Call 75 ELG 21.06.2024
/ DE000DJ3MV14
DZ Bank Call 75 ELG 21.06.2024/ DE000DJ3MV14 /
| 2024-05-27 1:09:03 PM |
Chg.+0.090 |
Bid1:11:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+9.00% |
1.060
Bid Size: 30,000 |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
75.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3MV1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
0.93 |
| Time value: |
0.13 |
| Break-even: |
85.60 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.85% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
6.60 |
| Rho: |
0.04 |
Quote data
| Open: |
1.070 |
| High: |
1.140 |
| Low: |
1.070 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.69% |
| 1 Month |
|
|
+53.52% |
| 3 Months |
|
|
+62.69% |
| YTD |
|
|
+9.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.560 |
| 1M High / 1M Low: |
1.000 |
0.470 |
| 6M High / 6M Low: |
1.560 |
0.200 |
| High (YTD): |
2024-05-24 |
1.000 |
| Low (YTD): |
2024-04-22 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.666 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.73% |
| Volatility 6M: |
|
298.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
