DZ Bank Call 65 ELG 21.06.2024
/ DE000DJ3MV06
DZ Bank Call 65 ELG 21.06.2024/ DE000DJ3MV06 /
| 2024-05-02 8:13:21 AM |
Chg.-0.09 |
Bid5:36:35 PM |
Ask5:36:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-6.08% |
1.16
Bid Size: 10,500 |
1.21
Ask Size: 10,500 |
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: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
1.30 |
| Time value: |
0.17 |
| Break-even: |
79.70 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
4.26% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
4.50 |
| Rho: |
0.07 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.32% |
| 1 Month |
|
|
+21.93% |
| 3 Months |
|
|
+71.60% |
| YTD |
|
|
-10.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
0.95 |
| 1M High / 1M Low: |
1.61 |
0.59 |
| 6M High / 6M Low: |
2.21 |
0.59 |
| High (YTD): |
2024-04-15 |
1.61 |
| Low (YTD): |
2024-04-23 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
26.21 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.76% |
| Volatility 6M: |
|
216.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
