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DZ Bank Call 60 ELG 21.06.2024/  DE000DW3JEU3  /

Frankfurt Zert./DZB
17/05/2024  21:35:21 Chg.+0.100 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
1.900EUR +5.56% 1.970
Bid Size: 3,000		 2.060
Ask Size: 3,000		 ELMOS SEMICOND. INH ... 60.00 - 21/06/2024 Call
 

Master data

WKN: DW3JEU
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELMOS SEMICOND. INH O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 21/06/2024
Issue date: 22/06/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.80
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 1.82
Implied volatility: 1.00
Historic volatility: 0.39
Parity: 1.82
Time value: 0.24
Break-even: 80.60
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.38
Spread abs.: 0.09
Spread %: 4.57%
Delta: 0.85
Theta: -0.09
Omega: 3.22
Rho: 0.04
 

Quote data

Open: 1.770
High: 1.980
Low: 1.770
Previous Close: 1.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month  
+52.00%
3 Months  
+33.80%
YTD  
+0.53%
1 Year
  -2.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.800
1M High / 1M Low: 2.170 0.910
6M High / 6M Low: 2.580 0.860
High (YTD): 07/05/2024 2.170
Low (YTD): 06/02/2024 0.860
52W High: 18/07/2023 3.200
52W Low: 06/02/2024 0.860
Avg. price 1W:   1.854
Avg. volume 1W:   0.000
Avg. price 1M:   1.665
Avg. volume 1M:   47.619
Avg. price 6M:   1.593
Avg. volume 6M:   16.129
Avg. price 1Y:   1.726
Avg. volume 1Y:   7.813
Volatility 1M:   218.50%
Volatility 6M:   170.80%
Volatility 1Y:   151.06%
Volatility 3Y:   -