DZ Bank Call 65 ELG 20.12.2024
/ DE000DJ3MV30
DZ Bank Call 65 ELG 20.12.2024/ DE000DJ3MV30 /
| 2024-06-04 9:34:59 PM |
Chg.+0.130 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+5.16% |
2.660
Bid Size: 3,000 |
2.720
Ask Size: 3,000 |
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: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.39 |
| Parity: |
2.08 |
| Time value: |
0.50 |
| Break-even: |
90.80 |
| Moneyness: |
1.32 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.38% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
2.76 |
| Rho: |
0.25 |
Quote data
| Open: |
2.500 |
| High: |
2.660 |
| Low: |
2.450 |
| Previous Close: |
2.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.42% |
| 1 Month |
|
|
+53.18% |
| 3 Months |
|
|
+63.58% |
| YTD |
|
|
+35.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.520 |
2.260 |
| 1M High / 1M Low: |
2.520 |
1.800 |
| 6M High / 6M Low: |
2.520 |
0.980 |
| High (YTD): |
2024-06-03 |
2.520 |
| Low (YTD): |
2024-02-06 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.670 |
| Avg. volume 6M: |
|
9.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.17% |
| Volatility 6M: |
|
141.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
