DZ Bank Call 48 ELG 21.06.2024
/ DE000DW3NUC9
DZ Bank Call 48 ELG 21.06.2024/ DE000DW3NUC9 /
27/05/2024 12:34:51 |
Chg.+0.120 |
Bid21:58:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.790EUR |
+3.27% |
- Bid Size: - |
- Ask Size: - |
ELMOS SEMICOND. INH ... |
48.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
27/06/2022 |
Last trading day: |
28/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.56 |
Intrinsic value: |
3.55 |
Implied volatility: |
1.62 |
Historic volatility: |
0.39 |
Parity: |
3.55 |
Time value: |
0.12 |
Break-even: |
84.70 |
Moneyness: |
1.74 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.09 |
Omega: |
2.14 |
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 |
|
|
+23.86% |
1 Month |
|
|
+22.65% |
3 Months |
|
|
+51.60% |
YTD |
|
|
+32.06% |
1 Year |
|
|
+48.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.790 |
3.060 |
1M High / 1M Low: |
3.790 |
2.750 |
6M High / 6M Low: |
3.790 |
1.720 |
High (YTD): |
27/05/2024 |
3.790 |
Low (YTD): |
06/02/2024 |
1.720 |
52W High: |
18/07/2023 |
4.150 |
52W Low: |
15/09/2023 |
1.670 |
Avg. price 1W: |
|
3.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.163 |
Avg. volume 1M: |
|
21 |
Avg. price 6M: |
|
2.643 |
Avg. volume 6M: |
|
3.387 |
Avg. price 1Y: |
|
2.674 |
Avg. volume 1Y: |
|
1.647 |
Volatility 1M: |
|
99.16% |
Volatility 6M: |
|
113.39% |
Volatility 1Y: |
|
107.52% |
Volatility 3Y: |
|
- |