DZ Bank Call 65 ELG 20.12.2024
/ DE000DJ3MV30
DZ Bank Call 65 ELG 20.12.2024/ DE000DJ3MV30 /
| 2024-05-29 12:04:28 PM |
Chg.0.000 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
0.00% |
2.400
Bid Size: 30,000 |
2.420
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
65.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ3MV3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.39 |
| Parity: |
1.97 |
| Time value: |
0.52 |
| Break-even: |
89.90 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.47% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
2.80 |
| Rho: |
0.25 |
Quote data
| Open: |
2.370 |
| High: |
2.400 |
| Low: |
2.320 |
| Previous Close: |
2.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.60% |
| 1 Month |
|
|
+19.40% |
| 3 Months |
|
|
+44.58% |
| YTD |
|
|
+23.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
2.210 |
| 1M High / 1M Low: |
2.400 |
1.700 |
| 6M High / 6M Low: |
2.600 |
0.980 |
| High (YTD): |
2024-05-28 |
2.400 |
| Low (YTD): |
2024-02-06 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.668 |
| Avg. volume 6M: |
|
9.677 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.31% |
| Volatility 6M: |
|
142.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
