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DZ Bank Call 40 ELG 21.06.2024/  DE000DW3NT93  /

Frankfurt Zert./DZB
2024-05-27  9:34:53 PM Chg.-0.010 Bid8:24:14 AM Ask- Underlying Strike price Expiration date Option type
4.480EUR -0.22% 4.480
Bid Size: 10,500		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 40.00 - 2024-06-21 Call
 

Master data

WKN: DW3NT9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.84
Leverage: Yes

Calculated values

Fair value: 4.44
Intrinsic value: 4.43
Implied volatility: 2.17
Historic volatility: 0.39
Parity: 4.43
Time value: 0.15
Break-even: 85.80
Moneyness: 2.11
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: -0.01
Spread %: -0.22%
Delta: 0.95
Theta: -0.11
Omega: 1.74
Rho: 0.02
 

Quote data

Open: 4.590
High: 4.670
Low: 4.480
Previous Close: 4.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.46%
1 Month  
+14.58%
3 Months  
+36.17%
YTD  
+23.76%
1 Year  
+42.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.490 3.880
1M High / 1M Low: 4.490 3.570
6M High / 6M Low: 4.490 2.430
High (YTD): 2024-05-24 4.490
Low (YTD): 2024-02-06 2.430
52W High: 2023-07-18 4.860
52W Low: 2023-09-15 2.290
Avg. price 1W:   4.318
Avg. volume 1W:   0.000
Avg. price 1M:   3.978
Avg. volume 1M:   0.000
Avg. price 6M:   3.419
Avg. volume 6M:   0.000
Avg. price 1Y:   3.386
Avg. volume 1Y:   1.882
Volatility 1M:   79.13%
Volatility 6M:   89.21%
Volatility 1Y:   86.48%
Volatility 3Y:   -