DZ Bank Call 65 ELG 21.06.2024
/ DE000DJ3MV06
DZ Bank Call 65 ELG 21.06.2024/ DE000DJ3MV06 /
| 2024-05-17 9:34:58 PM |
Chg.+0.080 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+6.11% |
1.450
Bid Size: 3,000 |
1.540
Ask Size: 3,000 |
ELMOS SEMICOND. INH ... |
65.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3MV0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.39 |
| Parity: |
1.32 |
| Time value: |
0.22 |
| Break-even: |
80.40 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.09 |
| Spread %: |
6.21% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
4.17 |
| Rho: |
0.05 |
Quote data
| Open: |
1.280 |
| High: |
1.460 |
| Low: |
1.280 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.88% |
| 1 Month |
|
|
+57.95% |
| 3 Months |
|
|
+28.70% |
| YTD |
|
|
-10.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.300 |
| 1M High / 1M Low: |
1.670 |
0.590 |
| 6M High / 6M Low: |
2.190 |
0.590 |
| High (YTD): |
2024-05-07 |
1.670 |
| Low (YTD): |
2024-04-22 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.232 |
| Avg. volume 6M: |
|
31.048 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.16% |
| Volatility 6M: |
|
201.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
