DZ Bank Call 40 ELG 21.06.2024
/ DE000DW3NT93
DZ Bank Call 40 ELG 21.06.2024/ DE000DW3NT93 /
| 23/05/2024 08:23:01 |
Chg.+0.30 |
Bid16:31:48 |
Ask16:31:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.38EUR |
+7.35% |
4.55
Bid Size: 30,000 |
4.58
Ask Size: 30,000 |
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: |
1.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.17 |
| Intrinsic value: |
4.16 |
| Implied volatility: |
2.06 |
| Historic volatility: |
0.39 |
| Parity: |
4.16 |
| Time value: |
0.18 |
| Break-even: |
83.40 |
| Moneyness: |
2.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.09 |
| Spread %: |
2.12% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
1.76 |
| Rho: |
0.03 |
Quote data
| Open: |
4.38 |
| High: |
4.38 |
| Low: |
4.38 |
| Previous Close: |
4.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.18% |
| 1 Month |
|
|
+54.77% |
| 3 Months |
|
|
+36.45% |
| YTD |
|
|
+23.03% |
| 1 Year |
|
|
+34.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.08 |
3.77 |
| 1M High / 1M Low: |
4.23 |
2.83 |
| 6M High / 6M Low: |
4.34 |
2.42 |
| High (YTD): |
08/05/2024 |
4.23 |
| Low (YTD): |
29/01/2024 |
2.42 |
| 52W High: |
18/07/2023 |
4.86 |
| 52W Low: |
15/09/2023 |
2.29 |
| Avg. price 1W: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
101.49% |
| Volatility 6M: |
|
95.46% |
| Volatility 1Y: |
|
89.22% |
| Volatility 3Y: |
|
- |
