DZ Bank Call 40 ELG 21.06.2024
/ DE000DW3NT93
DZ Bank Call 40 ELG 21.06.2024/ DE000DW3NT93 /
| 5/28/2024 8:25:17 AM |
Chg.-0.11 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.48EUR |
-2.40% |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
40.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
6/27/2022 |
| Last trading day: |
6/20/2024 |
| 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: |
4.48 |
| High: |
4.48 |
| Low: |
4.48 |
| Previous Close: |
4.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.85% |
| 1 Month |
|
|
+17.89% |
| 3 Months |
|
|
+30.99% |
| YTD |
|
|
+25.84% |
| 1 Year |
|
|
+42.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
3.97 |
| 1M High / 1M Low: |
4.59 |
3.61 |
| 6M High / 6M Low: |
4.59 |
2.42 |
| High (YTD): |
5/27/2024 |
4.59 |
| Low (YTD): |
1/29/2024 |
2.42 |
| 52W High: |
7/18/2023 |
4.86 |
| 52W Low: |
9/15/2023 |
2.29 |
| Avg. price 1W: |
|
4.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.39 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
82.61% |
| Volatility 6M: |
|
96.02% |
| Volatility 1Y: |
|
89.41% |
| Volatility 3Y: |
|
- |
