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DZ Bank Call 40 ELG 21.06.2024/  DE000DW3NT93  /

Frankfurt Zert./DZB
2024-06-17  1:08:56 PM Chg.+0.400 Bid2024-06-17 Ask- Underlying Strike price Expiration date Option type
4.570EUR +9.59% 4.580
Bid Size: 30,000		 -
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: 1.94
Leverage: Yes

Calculated values

Fair value: 4.10
Intrinsic value: 4.10
Implied volatility: 4.38
Historic volatility: 0.39
Parity: 4.10
Time value: 0.07
Break-even: 81.70
Moneyness: 2.03
Premium: 0.01
Premium p.a.: 1.19
Spread abs.: -0.03
Spread %: -0.71%
Delta: 0.96
Theta: -0.39
Omega: 1.87
Rho: 0.00
 

Quote data

Open: 4.240
High: 4.640
Low: 4.240
Previous Close: 4.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.73%
1 Month  
+16.88%
3 Months  
+33.24%
YTD  
+26.24%
1 Year  
+18.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.900 4.170
1M High / 1M Low: 5.180 3.880
6M High / 6M Low: 5.180 2.430
High (YTD): 2024-06-07 5.180
Low (YTD): 2024-02-06 2.430
52W High: 2024-06-07 5.180
52W Low: 2023-09-15 2.290
Avg. price 1W:   4.624
Avg. volume 1W:   128
Avg. price 1M:   4.548
Avg. volume 1M:   30.476
Avg. price 6M:   3.510
Avg. volume 6M:   5.161
Avg. price 1Y:   3.455
Avg. volume 1Y:   4.409
Volatility 1M:   69.85%
Volatility 6M:   87.19%
Volatility 1Y:   86.26%
Volatility 3Y:   -