DZ Bank Call 65 ELG 21.06.2024
/ DE000DJ3MV06
DZ Bank Call 65 ELG 21.06.2024/ DE000DJ3MV06 /
| 5/27/2024 6:04:25 PM |
Chg.+0.030 |
Bid6:16:26 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+1.55% |
1.920
Bid Size: 10,500 |
-
Ask Size: - |
ELMOS SEMICOND. INH ... |
65.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DJ3MV0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELMOS SEMICOND. INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/29/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.39 |
| Parity: |
1.93 |
| Time value: |
0.09 |
| Break-even: |
85.20 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.49% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
3.82 |
| Rho: |
0.04 |
Quote data
| Open: |
2.020 |
| High: |
2.110 |
| Low: |
1.950 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.17% |
| 1 Month |
|
|
+37.06% |
| 3 Months |
|
|
+56.80% |
| YTD |
|
|
+26.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.340 |
| 1M High / 1M Low: |
1.930 |
1.110 |
| 6M High / 6M Low: |
2.190 |
0.590 |
| High (YTD): |
5/24/2024 |
1.930 |
| Low (YTD): |
4/22/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.229 |
| Avg. volume 6M: |
|
31.048 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.95% |
| Volatility 6M: |
|
205.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
