DZ Bank Call 85 ELG 21.06.2024
/ DE000DJ3MV22
DZ Bank Call 85 ELG 21.06.2024/ DE000DJ3MV22 /
2024-05-27 2:35:05 PM |
Chg.-0.010 |
Bid2024-05-27 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-2.94% |
0.330 Bid Size: 30,000 |
- Ask Size: - |
ELMOS SEMICOND. INH ... |
85.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DJ3MV2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELMOS SEMICOND. INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-29 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
22.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.39 |
Parity: |
-0.07 |
Time value: |
0.38 |
Break-even: |
88.80 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
1.14 |
Spread abs.: |
-0.01 |
Spread %: |
-2.56% |
Delta: |
0.51 |
Theta: |
-0.08 |
Omega: |
11.20 |
Rho: |
0.03 |
Quote data
Open: |
0.370 |
High: |
0.410 |
Low: |
0.330 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+83.33% |
1 Month |
|
|
+22.22% |
3 Months |
|
|
+3.13% |
YTD |
|
|
-48.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.140 |
1M High / 1M Low: |
0.350 |
0.140 |
6M High / 6M Low: |
1.060 |
0.055 |
High (YTD): |
2024-01-02 |
0.470 |
Low (YTD): |
2024-04-23 |
0.055 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.254 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.212 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.335 |
Avg. volume 6M: |
|
32.258 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
502.54% |
Volatility 6M: |
|
413.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |