DZ Bank Call 48 ELG 21.06.2024
/ DE000DW3NUC9
DZ Bank Call 48 ELG 21.06.2024/ DE000DW3NUC9 /
27/05/2024 08:24:39 |
Chg.+0.08 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
3.77EUR |
+2.17% |
- 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: |
20/06/2024 |
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: |
3.77 |
High: |
3.77 |
Low: |
3.77 |
Previous Close: |
3.69 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+20.06% |
1 Month |
|
|
+26.51% |
3 Months |
|
|
+41.73% |
YTD |
|
|
+34.16% |
1 Year |
|
|
+46.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.69 |
3.14 |
1M High / 1M Low: |
3.69 |
2.79 |
6M High / 6M Low: |
3.69 |
1.72 |
High (YTD): |
24/05/2024 |
3.69 |
Low (YTD): |
29/01/2024 |
1.72 |
52W High: |
18/07/2023 |
4.16 |
52W Low: |
15/09/2023 |
1.67 |
Avg. price 1W: |
|
3.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.64 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.68 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
106.82% |
Volatility 6M: |
|
122.98% |
Volatility 1Y: |
|
111.77% |
Volatility 3Y: |
|
- |