DZ Bank Call 75 ELG 20.12.2024
/ DE000DJ3MV48
DZ Bank Call 75 ELG 20.12.2024/ DE000DJ3MV48 /
| 2024-06-04 6:34:47 PM |
Chg.+0.100 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
+5.68% |
1.860
Bid Size: 10,500 |
1.910
Ask Size: 10,500 |
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: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
1.08 |
| Time value: |
0.74 |
| Break-even: |
93.20 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
3.41% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
3.45 |
| Rho: |
0.24 |
Quote data
| Open: |
1.760 |
| High: |
1.880 |
| Low: |
1.710 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
+61.74% |
| 3 Months |
|
|
+70.64% |
| YTD |
|
|
+29.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.550 |
| 1M High / 1M Low: |
1.760 |
1.210 |
| 6M High / 6M Low: |
1.790 |
0.620 |
| High (YTD): |
2024-06-03 |
1.760 |
| Low (YTD): |
2024-02-06 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.462 |
| Avg. volume 1M: |
|
47.619 |
| Avg. price 6M: |
|
1.150 |
| Avg. volume 6M: |
|
40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.64% |
| Volatility 6M: |
|
165.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
