DZ Bank Call 75 ELG 20.12.2024
/ DE000DJ3MV48
DZ Bank Call 75 ELG 20.12.2024/ DE000DJ3MV48 /
| 2024-05-29 10:04:39 AM |
Chg.-0.080 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-4.76% |
1.600
Bid Size: 30,000 |
1.610
Ask Size: 30,000 |
ELMOS SEMICOND. INH ... |
75.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ3MV4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.39 |
| Parity: |
0.97 |
| Time value: |
0.76 |
| Break-even: |
92.30 |
| Moneyness: |
1.13 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.76% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.53 |
| Rho: |
0.25 |
Quote data
| Open: |
1.650 |
| High: |
1.650 |
| Low: |
1.600 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+13.48% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
+11.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.550 |
| 1M High / 1M Low: |
1.690 |
1.130 |
| 6M High / 6M Low: |
2.030 |
0.620 |
| High (YTD): |
2024-05-24 |
1.690 |
| Low (YTD): |
2024-02-06 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.391 |
| Avg. volume 1M: |
|
47.619 |
| Avg. price 6M: |
|
1.154 |
| Avg. volume 6M: |
|
40.323 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.45% |
| Volatility 6M: |
|
166.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
