OverviewChartNewsTraderScreen

DZ Bank Call 48 ELG 21.06.2024/  DE000DW3NUC9  /

Frankfurt Zert./DZB
5/27/2024  12:34:51 PM Chg.+0.120 Bid9:58:02 PM Ask- Underlying Strike price Expiration date Option type
3.790EUR +3.27% 3.670
Bid Size: 3,000		 -
Ask Size: -		 ELMOS SEMICOND. INH ... 48.00 - 6/21/2024 Call
 

Master data

WKN: DW3NUC
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 6/21/2024
Issue date: 6/27/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.24
Leverage: Yes

Calculated values

Fair value: 3.64
Intrinsic value: 3.63
Implied volatility: 1.68
Historic volatility: 0.39
Parity: 3.63
Time value: 0.14
Break-even: 85.70
Moneyness: 1.76
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: -0.01
Spread %: -0.26%
Delta: 0.93
Theta: -0.10
Omega: 2.09
Rho: 0.03
 

Quote data

Open: 3.770
High: 3.850
Low: 3.770
Previous Close: 3.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.56%
1 Month  
+22.65%
3 Months  
+41.95%
YTD  
+32.06%
1 Year  
+48.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.670 3.060
1M High / 1M Low: 3.670 2.750
6M High / 6M Low: 3.670 1.720
High (YTD): 5/24/2024 3.670
Low (YTD): 2/6/2024 1.720
52W High: 7/18/2023 4.150
52W Low: 9/15/2023 1.670
Avg. price 1W:   3.400
Avg. volume 1W:   0.000
Avg. price 1M:   3.130
Avg. volume 1M:   22.105
Avg. price 6M:   2.638
Avg. volume 6M:   3.387
Avg. price 1Y:   2.670
Avg. volume 1Y:   1.654
Volatility 1M:   101.57%
Volatility 6M:   113.32%
Volatility 1Y:   107.70%
Volatility 3Y:   -