DZ Bank Call 48 ELG 21.06.2024
/ DE000DW3NUC9
DZ Bank Call 48 ELG 21.06.2024/ DE000DW3NUC9 /
| 5/27/2024 8:24:39 AM |
Chg.+0.08 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
+2.17% |
-
Bid Size: - |
-
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: |
3.77 |
| High: |
3.77 |
| Low: |
3.77 |
| Previous Close: |
3.69 |
| Turnover: |
- |
| 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): |
5/24/2024 |
3.69 |
| Low (YTD): |
1/29/2024 |
1.72 |
| 52W High: |
7/18/2023 |
4.16 |
| 52W Low: |
9/15/2023 |
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: |
|
- |
