DZ Bank Call 60 ELG 21.06.2024
/ DE000DW3JEU3
DZ Bank Call 60 ELG 21.06.2024/ DE000DW3JEU3 /
| 5/27/2024 8:11:17 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
60.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
6/22/2022 |
| Last trading day: |
5/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.39 |
| Parity: |
2.35 |
| Time value: |
0.11 |
| Break-even: |
84.60 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.08 |
| Omega: |
3.11 |
| Rho: |
0.03 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.50 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.03% |
| 1 Month |
|
|
+43.82% |
| 3 Months |
|
|
+58.02% |
| YTD |
|
|
+35.45% |
| 1 Year |
|
|
+40.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
1.91 |
| 1M High / 1M Low: |
2.56 |
1.57 |
| 6M High / 6M Low: |
2.59 |
0.86 |
| High (YTD): |
5/27/2024 |
2.56 |
| Low (YTD): |
2/7/2024 |
0.86 |
| 52W High: |
7/18/2023 |
3.21 |
| 52W Low: |
2/7/2024 |
0.86 |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
161.27% |
| Volatility 6M: |
|
195.36% |
| Volatility 1Y: |
|
164.16% |
| Volatility 3Y: |
|
- |
