DZ Bank Call 40 ELG 21.06.2024
/ DE000DW3NT93
DZ Bank Call 40 ELG 21.06.2024/ DE000DW3NT93 /
28/05/2024 12:35:19 |
Chg.+0.160 |
Bid28/05/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.640EUR |
+3.57% |
4.640 Bid Size: 30,000 |
- Ask Size: - |
ELMOS SEMICOND. INH ... |
40.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
27/06/2022 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.36 |
Intrinsic value: |
4.35 |
Implied volatility: |
2.11 |
Historic volatility: |
0.39 |
Parity: |
4.35 |
Time value: |
0.13 |
Break-even: |
84.80 |
Moneyness: |
2.09 |
Premium: |
0.02 |
Premium p.a.: |
0.26 |
Spread abs.: |
-0.01 |
Spread %: |
-0.22% |
Delta: |
0.95 |
Theta: |
-0.10 |
Omega: |
1.77 |
Rho: |
0.02 |
Quote data
Open: |
4.480 |
High: |
4.640 |
Low: |
4.480 |
Previous Close: |
4.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.59% |
1 Month |
|
|
+18.67% |
3 Months |
|
|
+41.03% |
YTD |
|
|
+28.18% |
1 Year |
|
|
+47.77% |
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): |
24/05/2024 |
4.490 |
Low (YTD): |
06/02/2024 |
2.430 |
52W High: |
18/07/2023 |
4.860 |
52W Low: |
15/09/2023 |
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: |
|
- |